-24.5%
MOS vs PFG
+75.1%
-99.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.8% | +7.1% | +4.9% |
| 7D | +22.5% | -0.7% | +23.2% | +22.9% |
| 30D | +6.6% | +2.8% | +3.8% | +5.5% |
| 3M | -3.8% | -1.0% | -2.8% | -3.7% |
| 6M | -2.2% | +13.6% | -15.8% | -8.2% |
| YTD | -4.8% | +31.1% | -35.8% | -16.9% |
| 1Y | -11.7% | +43.8% | -55.5% | -26.5% |
| All | -24.5% | +75.1% | -99.6% | -47.3% |
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