+170.0%
PBF vs MOD
+45.0%
+125.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -1.2% |
| 7D | +4.3% | +9.6% | -5.3% | +4.6% |
| 30D | +22.0% | 0.0% | +22.0% | +22.1% |
| 3M | +74.5% | -35.4% | +109.9% | +69.0% |
| 6M | +67.7% | -7.3% | +75.0% | +65.7% |
| YTD | +179.2% | +45.8% | +133.4% | +170.2% |
| 1Y | +170.0% | +43.1% | +126.9% | +182.1% |
| All | +170.0% | +45.0% | +125.0% | +182.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling