+959.8%
MOD vs PR
+76.6%
+883.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -6.5% | -14.9% | -20.1% |
| 7D | -31.3% | -12.1% | -19.2% | -29.3% |
| 30D | -46.1% | +0.9% | -47.0% | -46.1% |
| 3M | -51.1% | +10.1% | -61.3% | -52.2% |
| 6M | -62.1% | +1.1% | -63.2% | -62.4% |
| YTD | -26.2% | +63.7% | -89.8% | -34.1% |
| 1Y | -32.6% | +87.0% | -119.6% | -41.6% |
| 3Y | +133.8% | +70.7% | +63.1% | +107.1% |
| 5Y | +792.8% | +246.8% | +545.9% | +559.2% |
| 10Y | +959.8% | +72.6% | +887.2% | +627.0% |
| All | +959.8% | +76.6% | +883.2% | +627.0% |
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