+753.4%
MOD vs PNR
-2.8%
+756.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.4% | +8.1% | +7.5% |
| 7D | -25.5% | +2.8% | -28.4% | -28.1% |
| 30D | -49.0% | +31.2% | -80.2% | -59.9% |
| 3M | -49.8% | -2.1% | -47.7% | -50.1% |
| 6M | -64.8% | -14.0% | -50.8% | -62.0% |
| YTD | -27.6% | -33.6% | +6.0% | -2.2% |
| 1Y | -35.2% | -35.2% | 0.0% | -10.3% |
| 3Y | +137.1% | +15.8% | +121.3% | +104.7% |
| All | +753.4% | -2.8% | +756.3% | +693.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling