-24.4%
MOS vs PFGC
+77.4%
-101.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.8% |
| 7D | +21.6% | +8.5% | +13.1% | +18.2% |
| 30D | +12.0% | +15.0% | -3.0% | +7.1% |
| 3M | -3.9% | -6.2% | +2.3% | -2.5% |
| 6M | -3.3% | +15.7% | -19.1% | -8.2% |
| YTD | -4.6% | +19.6% | -24.2% | -11.2% |
| 1Y | -7.0% | +13.2% | -20.2% | -11.8% |
| 3Y | -24.4% | +77.0% | -101.4% | -38.8% |
| All | -24.4% | +77.4% | -101.8% | -38.8% |
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 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