-28.3%
MOS vs PFG
+67.7%
-95.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +3.0% | +2.1% |
| 7D | +9.5% | +5.5% | +4.0% | +6.8% |
| 30D | +10.4% | +2.4% | +8.1% | +9.0% |
| 3M | +12.9% | +13.6% | -0.7% | +5.8% |
| 6M | +1.2% | +27.9% | -26.6% | -10.7% |
| YTD | +9.3% | +35.6% | -26.2% | -6.8% |
| 1Y | -18.0% | +48.5% | -66.4% | -33.4% |
| All | -28.3% | +67.7% | -95.9% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling