+508.4%
MOD vs PCOR
-10.0%
+518.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +19.7% | -41.1% | -26.0% |
| 7D | -31.3% | +21.8% | -53.2% | -35.7% |
| 30D | -46.1% | +39.5% | -85.7% | -51.5% |
| 3M | -51.1% | +35.2% | -86.4% | -56.0% |
| 6M | -62.1% | +21.7% | -83.8% | -65.3% |
| YTD | -26.2% | +3.9% | -30.1% | -30.3% |
| 1Y | -32.6% | +6.9% | -39.5% | -37.1% |
| 3Y | +133.8% | +44.8% | +89.1% | +96.4% |
| 5Y | +792.8% | -21.9% | +814.7% | +700.4% |
| All | +508.4% | -10.0% | +518.4% | +441.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling