-7.0%
MOS vs PFG
+182.5%
-189.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -3.6% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | +13.5% | +5.0% | +8.5% | +10.0% |
| 3M | -2.9% | +0.1% | -3.0% | -3.5% |
| 6M | -1.0% | +13.8% | -14.8% | -10.2% |
| YTD | -7.2% | +31.2% | -38.4% | -24.0% |
| 1Y | -11.4% | +37.1% | -48.5% | -29.6% |
| 3Y | -29.0% | +80.6% | -109.6% | -54.9% |
| 5Y | -34.0% | +93.7% | -127.7% | -61.2% |
| All | -7.0% | +182.5% | -189.5% | -62.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling