+852.0%
MOD vs PR
+62.9%
+789.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.9% | -2.4% | -6.3% |
| 7D | -34.2% | -16.5% | -17.6% | -31.4% |
| 30D | -51.9% | -4.5% | -47.4% | -51.3% |
| 3M | -53.0% | +8.5% | -61.6% | -53.9% |
| 6M | -66.4% | -3.3% | -63.0% | -66.3% |
| YTD | -31.5% | +55.7% | -87.3% | -38.3% |
| 1Y | -39.6% | +82.0% | -121.6% | -47.3% |
| 3Y | +116.8% | +62.5% | +54.4% | +94.1% |
| 5Y | +713.8% | +223.9% | +489.9% | +509.6% |
| All | +852.0% | +62.9% | +789.1% | +555.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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