+1,101.6%
MOD vs PCOR
-30.9%
+1,132.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.3% | +8.6% | +5.5% |
| 7D | +9.6% | -9.0% | +18.5% | +12.4% |
| 30D | 0.0% | +4.2% | -4.1% | -1.6% |
| 3M | -35.4% | +14.4% | -49.8% | -38.8% |
| 6M | -7.3% | +0.2% | -7.4% | -10.3% |
| YTD | +45.8% | -20.3% | +66.1% | +50.3% |
| 1Y | +43.1% | -16.1% | +59.3% | +44.3% |
| 3Y | +297.7% | -14.7% | +312.4% | +291.1% |
| 5Y | +1,478.8% | -43.2% | +1,521.9% | +1,469.8% |
| All | +1,101.6% | -30.9% | +1,132.5% | +1,068.5% |
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