+321.2%
MOD vs PCOR
-14.4%
+335.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.3% | +8.6% | +5.6% |
| 7D | +9.6% | -9.0% | +18.5% | +12.6% |
| 30D | 0.0% | +4.2% | -4.1% | -1.9% |
| 3M | -35.4% | +14.4% | -49.8% | -38.8% |
| 6M | -7.3% | +0.2% | -7.4% | -10.1% |
| YTD | +45.8% | -20.3% | +66.1% | +55.7% |
| 1Y | +43.1% | -16.1% | +59.3% | +47.1% |
| All | +321.2% | -14.4% | +335.6% | +311.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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