+966.8%
MOD vs PFGC
+360.0%
+606.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.0% | +5.9% | +8.2% |
| 7D | -13.9% | +10.8% | -24.8% | -19.4% |
| 30D | -41.5% | +17.8% | -59.3% | -46.9% |
| 3M | -45.7% | -2.7% | -43.0% | -46.5% |
| 6M | -61.1% | +20.0% | -81.1% | -65.5% |
| YTD | -20.5% | +24.3% | -44.8% | -31.0% |
| 1Y | -32.1% | +13.2% | -45.3% | -38.6% |
| 3Y | +146.5% | +85.9% | +60.5% | +79.6% |
| 5Y | +812.7% | +141.0% | +671.7% | +484.4% |
| 10Y | +966.8% | +370.6% | +596.2% | +450.9% |
| All | +966.8% | +360.0% | +606.9% | +450.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling