-66.4%
MOD vs PFGC
+25.2%
-91.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.1% | -7.4% | -7.2% |
| 7D | -34.2% | +12.5% | -46.6% | -24.9% |
| 30D | -51.9% | +17.0% | -68.8% | -44.1% |
| 3M | -53.0% | -2.1% | -51.0% | -50.3% |
| 6M | -66.4% | +25.9% | -92.2% | -61.2% |
| All | -66.4% | +25.2% | -91.5% | -61.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling