+1,810.3%
MOD vs PNR
+4,296.9%
-2,486.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.1% | +6.8% | +8.1% |
| 7D | -13.9% | -0.5% | -13.4% | -14.1% |
| 30D | -41.5% | +34.4% | -76.0% | -51.6% |
| 3M | -45.7% | +2.4% | -48.1% | -47.5% |
| 6M | -61.1% | -7.8% | -53.3% | -60.8% |
| YTD | -20.5% | -31.6% | +11.1% | -4.9% |
| 1Y | -32.1% | -33.6% | +1.5% | -17.2% |
| 3Y | +146.5% | +19.9% | +126.5% | +120.6% |
| 5Y | +812.7% | +0.8% | +811.9% | +801.2% |
| 10Y | +966.8% | +113.4% | +853.4% | +609.4% |
| All | +1,810.3% | +4,296.9% | -2,486.6% | +641.7% |
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 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