+886.3%
MOD vs PNR
+109.3%
+777.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.3% |
| 7D | -17.8% | -0.1% | -17.7% | -18.3% |
| 30D | -43.2% | +33.4% | -76.6% | -56.0% |
| 3M | -46.0% | +4.9% | -50.9% | -49.4% |
| 6M | -62.2% | -8.5% | -53.7% | -61.6% |
| YTD | -22.8% | -32.1% | +9.3% | +0.2% |
| 1Y | -35.5% | -35.0% | -0.5% | -13.0% |
| 3Y | +128.2% | +17.6% | +110.6% | +93.6% |
| 5Y | +791.6% | +0.9% | +790.7% | +745.7% |
| 10Y | +886.3% | +101.4% | +784.9% | +462.0% |
| All | +886.3% | +109.3% | +777.0% | +462.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling