-9.8%
MOS vs PFGC
+477.3%
-487.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.3% |
| 7D | +22.5% | +12.5% | +10.0% | +18.2% |
| 30D | +6.6% | +17.0% | -10.3% | +1.5% |
| 3M | -3.8% | -2.1% | -1.7% | -3.3% |
| 6M | -2.2% | +25.9% | -28.1% | -9.6% |
| YTD | -4.8% | +22.0% | -26.7% | -11.7% |
| 1Y | -11.7% | +14.8% | -26.6% | -16.5% |
| 3Y | -26.5% | +80.8% | -107.4% | -41.0% |
| 5Y | -32.2% | +126.0% | -158.2% | -51.2% |
| 10Y | +10.2% | +363.8% | -353.6% | -40.9% |
| All | -9.8% | +477.3% | -487.0% | -54.4% |
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