+1,530.3%
MOD vs PR
+433.6%
+1,096.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.8% |
| 7D | +9.6% | +2.9% | +6.7% | +8.6% |
| 30D | 0.0% | +18.0% | -18.0% | -5.2% |
| 3M | -35.4% | +16.9% | -52.2% | -38.8% |
| 6M | -7.3% | +28.2% | -35.5% | -15.8% |
| YTD | +45.8% | +69.3% | -23.5% | +20.7% |
| 1Y | +43.1% | +69.5% | -26.4% | +17.8% |
| 3Y | +297.7% | +81.7% | +216.0% | +219.9% |
| All | +1,530.3% | +433.6% | +1,096.7% | +800.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling