+1,566.8%
MOD vs PPG
+26.8%
+1,540.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | +0.8% |
| 7D | +6.3% | 0.0% | +6.3% | +6.3% |
| 30D | -1.7% | -7.8% | +6.1% | +4.9% |
| 3M | -30.1% | -2.2% | -27.9% | -29.4% |
| 6M | +2.7% | +4.1% | -1.4% | -1.6% |
| YTD | +44.1% | +9.1% | +35.0% | +33.0% |
| 1Y | +38.7% | +1.0% | +37.8% | +35.5% |
| 3Y | +309.8% | -13.3% | +323.0% | +346.4% |
| 5Y | +1,569.7% | -19.2% | +1,588.9% | +1,780.8% |
| All | +1,566.8% | +26.8% | +1,540.0% | +1,229.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling