-18.0%
MOS vs PFGC
-5.1%
-12.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +9.5% | -2.2% | +11.7% | +10.2% |
| 30D | +10.4% | -11.9% | +22.4% | +14.2% |
| 3M | +12.9% | +5.0% | +7.9% | +11.1% |
| 6M | +1.2% | +8.6% | -7.4% | -2.2% |
| YTD | +9.3% | +9.7% | -0.4% | +3.9% |
| 1Y | -18.0% | -6.3% | -11.7% | -16.8% |
| All | -18.0% | -5.1% | -12.9% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling