+1,638.7%
MOD vs PNR
+4,166.7%
-2,528.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.4% | +8.1% | +7.1% |
| 7D | -25.5% | +2.8% | -28.4% | -27.5% |
| 30D | -49.0% | +31.2% | -80.2% | -57.2% |
| 3M | -49.8% | -2.1% | -47.7% | -50.2% |
| 6M | -64.8% | -14.0% | -50.8% | -63.1% |
| YTD | -27.6% | -33.6% | +6.0% | -12.0% |
| 1Y | -35.2% | -35.2% | 0.0% | -20.0% |
| 3Y | +137.1% | +15.8% | +121.3% | +116.3% |
| 5Y | +760.3% | -1.8% | +762.1% | +761.5% |
| 10Y | +938.8% | +117.0% | +821.8% | +585.9% |
| All | +1,638.7% | +4,166.7% | -2,528.0% | +586.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling