+146.5%
MOD vs PFGC
+84.2%
+62.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.0% | +5.9% | +8.4% |
| 7D | -13.9% | +10.8% | -24.8% | -18.0% |
| 30D | -41.5% | +17.8% | -59.3% | -46.3% |
| 3M | -45.7% | -2.7% | -43.0% | -44.6% |
| 6M | -61.1% | +20.0% | -81.1% | -66.1% |
| YTD | -20.5% | +24.3% | -44.8% | -33.5% |
| 1Y | -32.1% | +13.2% | -45.3% | -38.9% |
| 3Y | +146.5% | +85.9% | +60.5% | +47.4% |
| All | +146.5% | +84.2% | +62.2% | +47.4% |
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