-35.5%
MOD vs PPG
+33.2%
-68.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | -17.8% | +3.2% | -21.1% | -19.8% |
| 30D | -43.2% | +20.4% | -63.6% | -50.7% |
| 3M | -46.0% | +8.4% | -54.4% | -49.4% |
| 6M | -62.2% | +15.6% | -77.9% | -66.8% |
| YTD | -22.8% | +24.4% | -47.2% | -36.2% |
| 1Y | -35.5% | +32.9% | -68.4% | -46.4% |
| All | -35.5% | +33.2% | -68.7% | -46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling