-62.1%
MOD vs PR
+2.9%
-65.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -6.5% | -14.9% | -21.0% |
| 7D | -31.3% | -12.1% | -19.2% | -31.4% |
| 30D | -46.1% | +0.9% | -47.0% | -44.8% |
| 3M | -51.1% | +10.1% | -61.3% | -49.4% |
| 6M | -62.1% | +1.1% | -63.2% | -61.3% |
| All | -62.1% | +2.9% | -65.0% | -61.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling