+141.9%
MOD vs PR
+69.4%
+72.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -6.5% | -14.9% | -18.2% |
| 7D | -31.3% | -12.1% | -19.2% | -26.5% |
| 30D | -46.1% | +0.9% | -47.0% | -46.1% |
| 3M | -51.1% | +10.1% | -61.3% | -53.8% |
| 6M | -62.1% | +1.1% | -63.2% | -62.8% |
| YTD | -26.2% | +63.7% | -89.8% | -47.3% |
| 1Y | -32.6% | +87.0% | -119.6% | -56.3% |
| All | +141.9% | +69.4% | +72.5% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling