+839.8%
MOD vs PFGC
+363.4%
+476.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | +8.2% | +1.5% | +6.7% | +7.6% |
| 30D | -38.2% | +17.4% | -55.6% | -43.7% |
| 3M | -46.2% | -2.4% | -43.8% | -47.0% |
| 6M | -62.5% | +18.2% | -80.8% | -66.6% |
| YTD | -20.1% | +23.7% | -43.8% | -30.5% |
| 1Y | -29.7% | +15.0% | -44.6% | -36.8% |
| 3Y | +136.2% | +82.3% | +53.9% | +73.7% |
| 5Y | +820.4% | +131.9% | +688.4% | +499.9% |
| 10Y | +839.8% | +353.0% | +486.8% | +404.0% |
| All | +839.8% | +363.4% | +476.4% | +404.0% |
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