-15.6%
MOS vs PFG
+46.8%
-62.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +4.1% | +13.2% | +16.1% |
| 7D | +17.9% | +4.9% | +13.1% | +16.4% |
| 30D | +1.6% | +5.7% | -4.1% | +0.1% |
| 3M | -4.0% | +2.6% | -6.6% | -4.9% |
| 6M | -4.1% | +19.8% | -23.9% | -9.2% |
| YTD | -7.8% | +36.3% | -44.1% | -18.2% |
| 1Y | -15.6% | +47.9% | -63.5% | -28.4% |
| All | -15.6% | +46.8% | -62.4% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling