+137.1%
MOD vs PNR
+14.7%
+122.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.4% | +8.1% | +7.4% |
| 7D | -25.5% | +2.8% | -28.4% | -28.0% |
| 30D | -49.0% | +31.2% | -80.2% | -59.6% |
| 3M | -49.8% | -2.1% | -47.7% | -49.7% |
| 6M | -64.8% | -14.0% | -50.8% | -61.4% |
| YTD | -27.6% | -33.6% | +6.0% | +1.7% |
| 1Y | -35.2% | -35.2% | 0.0% | -6.3% |
| 3Y | +137.1% | +15.8% | +121.3% | +107.9% |
| All | +137.1% | +14.7% | +122.4% | +107.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling