+1,754.9%
MOD vs PPG
+3,083.8%
-1,328.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | -17.8% | +3.2% | -21.1% | -20.5% |
| 30D | -43.2% | +20.4% | -63.6% | -51.1% |
| 3M | -46.0% | +8.4% | -54.4% | -50.0% |
| 6M | -62.2% | +15.6% | -77.9% | -66.8% |
| YTD | -22.8% | +24.4% | -47.2% | -35.4% |
| 1Y | -35.5% | +32.9% | -68.4% | -48.7% |
| 3Y | +128.2% | +3.7% | +124.5% | +114.1% |
| 5Y | +791.6% | -13.7% | +805.3% | +846.8% |
| 10Y | +886.3% | +55.5% | +830.8% | +595.5% |
| All | +1,754.9% | +3,083.8% | -1,328.9% | +364.2% |
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