+1.4%
MOS vs PFGC
+362.5%
-361.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +24.8% | +15.0% | +9.8% | +19.4% |
| 30D | +22.7% | +17.0% | +5.7% | +16.6% |
| 3M | -1.2% | -2.5% | +1.2% | -0.5% |
| 6M | +5.5% | +19.2% | -13.7% | -0.8% |
| YTD | -2.0% | +23.4% | -25.4% | -9.6% |
| 1Y | -7.9% | +13.9% | -21.8% | -12.8% |
| 3Y | -25.0% | +82.0% | -107.0% | -40.2% |
| 5Y | -27.7% | +128.7% | -156.4% | -48.5% |
| All | +1.4% | +362.5% | -361.1% | -42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling