-6.3%
MOS vs PFGC
+351.0%
-357.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | -2.0% | +3.4% | -5.4% | -3.1% |
| 30D | +15.3% | +16.9% | -1.6% | +9.7% |
| 3M | +1.5% | +6.4% | -4.9% | -0.7% |
| 6M | -2.0% | +16.0% | -18.0% | -7.0% |
| YTD | -6.5% | +23.6% | -30.2% | -13.8% |
| 1Y | -11.1% | +16.6% | -27.7% | -16.4% |
| 3Y | -30.3% | +82.3% | -112.5% | -44.4% |
| 5Y | -33.5% | +138.7% | -172.2% | -53.3% |
| All | -6.3% | +351.0% | -357.3% | -46.8% |
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 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