+1,061.2%
MOD vs PFGC
+477.3%
+584.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.1% | -7.4% | -7.3% |
| 7D | -34.2% | +12.5% | -46.6% | -38.8% |
| 30D | -51.9% | +17.0% | -68.8% | -56.1% |
| 3M | -53.0% | -2.1% | -51.0% | -53.9% |
| 6M | -66.4% | +25.9% | -92.2% | -70.8% |
| YTD | -31.5% | +22.0% | -53.5% | -40.0% |
| 1Y | -39.6% | +14.8% | -54.4% | -45.6% |
| 3Y | +116.8% | +80.8% | +36.0% | +60.4% |
| 5Y | +713.8% | +126.0% | +587.8% | +437.3% |
| 10Y | +882.7% | +363.8% | +518.9% | +389.6% |
| All | +1,061.2% | +477.3% | +584.0% | +444.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling