+5.4%
MOD vs PFGC
+15.6%
-10.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +1.1% | +26.8% | +28.0% |
| 7D | +40.4% | +3.4% | +37.0% | +41.1% |
| 30D | -14.0% | +16.9% | -30.9% | -11.0% |
| 3M | -33.3% | +6.4% | -39.7% | -30.1% |
| 6M | -51.4% | +16.0% | -67.4% | -51.6% |
| YTD | +1.6% | +23.6% | -22.0% | -2.9% |
| 1Y | +5.4% | +16.6% | -11.2% | +1.3% |
| All | +5.4% | +15.6% | -10.2% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling