-25.6%
MOS vs PFGC
+84.2%
-109.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.1% | +0.4% |
| 7D | +19.7% | +10.8% | +8.8% | +15.3% |
| 30D | +21.5% | +17.8% | +3.7% | +15.1% |
| 3M | -0.4% | -2.7% | +2.3% | -0.3% |
| 6M | +4.5% | +20.0% | -15.5% | -2.0% |
| YTD | -2.9% | +24.3% | -27.2% | -10.8% |
| 1Y | -7.7% | +13.2% | -20.9% | -12.6% |
| 3Y | -25.6% | +85.9% | -111.6% | -42.0% |
| All | -25.6% | +84.2% | -109.9% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling