-7.9%
MOS vs PFGC
+485.3%
-493.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +5.5% | +1.5% | +4.0% | +4.9% |
| 30D | +21.0% | +17.4% | +3.5% | +15.0% |
| 3M | -0.5% | -2.4% | +1.9% | +0.2% |
| 6M | +6.6% | +18.2% | -11.6% | +0.6% |
| YTD | -2.8% | +23.7% | -26.4% | -10.2% |
| 1Y | -8.1% | +15.0% | -23.0% | -13.1% |
| 3Y | -25.6% | +82.3% | -107.9% | -40.5% |
| 5Y | -29.8% | +131.9% | -161.7% | -49.8% |
| 10Y | +0.6% | +353.0% | -352.4% | -45.8% |
| All | -7.9% | +485.3% | -493.2% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling