+3,565.2%
MOD vs PPG
+2,762.5%
+802.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +3.1% |
| 7D | +9.6% | -1.5% | +11.1% | +10.7% |
| 30D | 0.0% | -5.0% | +5.0% | +3.6% |
| 3M | -35.4% | +1.1% | -36.5% | -36.4% |
| 6M | -7.3% | -3.2% | -4.1% | -5.5% |
| YTD | +45.8% | +11.9% | +33.9% | +34.0% |
| 1Y | +43.1% | +5.3% | +37.8% | +36.6% |
| 3Y | +297.7% | -15.0% | +312.7% | +339.4% |
| 5Y | +1,478.8% | -19.6% | +1,498.4% | +1,688.5% |
| 10Y | +1,633.4% | +27.0% | +1,606.3% | +1,328.5% |
| All | +3,565.2% | +2,762.5% | +802.7% | +907.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling