+1,064.5%
MOD vs PNR
+99.2%
+965.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.2% | +27.6% | +27.7% |
| 7D | +40.4% | +0.3% | +40.2% | +40.4% |
| 30D | -14.0% | +31.7% | -45.7% | -32.8% |
| 3M | -33.3% | +2.6% | -36.0% | -36.4% |
| 6M | -51.4% | -6.4% | -45.0% | -51.6% |
| YTD | +1.6% | -33.4% | +35.0% | +34.0% |
| 1Y | +5.4% | -35.1% | +40.4% | +41.9% |
| 3Y | +191.0% | +17.1% | +173.9% | +147.6% |
| 5Y | +1,093.1% | -3.5% | +1,096.7% | +1,073.3% |
| All | +1,064.5% | +99.2% | +965.2% | +567.8% |
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