+1,530.3%
MOD vs PNR
-17.2%
+1,547.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.0% |
| 7D | +9.6% | -2.4% | +12.0% | +11.7% |
| 30D | 0.0% | -12.8% | +12.8% | +11.4% |
| 3M | -35.4% | -17.0% | -18.4% | -27.4% |
| 6M | -7.3% | -37.4% | +30.1% | +34.3% |
| YTD | +45.8% | -41.6% | +87.4% | +122.4% |
| 1Y | +43.1% | -44.6% | +87.8% | +129.6% |
| 3Y | +297.7% | -12.1% | +309.8% | +340.4% |
| All | +1,530.3% | -17.2% | +1,547.5% | +1,634.6% |
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