+321.2%
MOD vs PFGC
+60.5%
+260.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.6% |
| 7D | +9.6% | -2.2% | +11.8% | +10.9% |
| 30D | 0.0% | -11.9% | +12.0% | +7.1% |
| 3M | -35.4% | +5.0% | -40.4% | -39.3% |
| 6M | -7.3% | +8.6% | -15.9% | -15.3% |
| YTD | +45.8% | +9.7% | +36.1% | +30.6% |
| 1Y | +43.1% | -6.3% | +49.4% | +43.9% |
| All | +321.2% | +60.5% | +260.7% | +178.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling