-24.4%
MOS vs PFG
+72.1%
-96.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.9% |
| 7D | +21.6% | -0.6% | +22.2% | +22.1% |
| 30D | +12.0% | +2.0% | +10.0% | +11.2% |
| 3M | -3.9% | -3.2% | -0.7% | -2.8% |
| 6M | -3.3% | +10.9% | -14.2% | -8.3% |
| YTD | -4.6% | +28.8% | -33.5% | -16.2% |
| 1Y | -7.0% | +39.2% | -46.1% | -21.3% |
| 3Y | -24.4% | +75.0% | -99.5% | -46.9% |
| All | -24.4% | +72.1% | -96.5% | -46.9% |
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