+38.7%
MOD vs PNR
-46.4%
+85.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.5% | -0.1% |
| 7D | +6.3% | -3.0% | +9.4% | +7.6% |
| 30D | -1.7% | -14.9% | +13.2% | +4.8% |
| 3M | -30.1% | -19.0% | -11.1% | -24.6% |
| 6M | +2.7% | -35.9% | +38.6% | +30.8% |
| YTD | +44.1% | -43.1% | +87.2% | +97.1% |
| 1Y | +38.7% | -46.4% | +85.1% | +100.7% |
| All | +38.7% | -46.4% | +85.1% | +100.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling