+137.1%
MOD vs PFGC
+77.4%
+59.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +6.4% |
| 7D | -25.5% | +8.5% | -34.1% | -28.8% |
| 30D | -49.0% | +15.0% | -64.0% | -52.9% |
| 3M | -49.8% | -6.2% | -43.6% | -48.2% |
| 6M | -64.8% | +15.7% | -80.5% | -68.9% |
| YTD | -27.6% | +19.6% | -47.2% | -38.6% |
| 1Y | -35.2% | +13.2% | -48.4% | -42.7% |
| 3Y | +137.1% | +77.0% | +60.2% | +46.0% |
| All | +137.1% | +77.4% | +59.7% | +46.0% |
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 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