+2.8%
MOS vs PFG
+203.0%
-200.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.2% | -0.8% |
| 7D | +19.7% | +2.3% | +17.4% | +18.0% |
| 30D | +21.5% | +7.6% | +13.9% | +15.9% |
| 3M | -0.4% | +2.5% | -3.0% | -2.6% |
| 6M | +4.5% | +16.6% | -12.1% | -6.7% |
| YTD | -2.9% | +34.1% | -37.0% | -21.7% |
| 1Y | -7.7% | +44.1% | -51.8% | -29.2% |
| 3Y | -25.6% | +86.3% | -111.9% | -53.8% |
| 5Y | -31.2% | +101.6% | -132.7% | -60.6% |
| 10Y | +2.8% | +197.9% | -195.1% | -60.7% |
| All | +2.8% | +203.0% | -200.2% | -60.7% |
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