+3.6%
MOS vs PFGC
+419.1%
-415.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +9.5% | -2.2% | +11.7% | +10.3% |
| 30D | +10.4% | -11.9% | +22.4% | +15.0% |
| 3M | +12.9% | +5.0% | +7.9% | +10.8% |
| 6M | +1.2% | +8.6% | -7.4% | -1.8% |
| YTD | +9.3% | +9.7% | -0.4% | +5.0% |
| 1Y | -18.0% | -6.3% | -11.7% | -17.1% |
| 3Y | -29.0% | +58.2% | -87.2% | -40.6% |
| 5Y | -9.6% | +110.4% | -120.0% | -33.5% |
| 10Y | +6.1% | +272.8% | -266.7% | -39.6% |
| All | +3.6% | +419.1% | -415.5% | -45.8% |
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 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