+111.0%
PBF vs MOD
-33.0%
+144.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -21.4% | +14.8% | -6.3% |
| 7D | -0.9% | -31.3% | +30.4% | -0.7% |
| 30D | -13.7% | -46.1% | +32.4% | -13.6% |
| 3M | +10.6% | -51.1% | +61.8% | +10.7% |
| 6M | +61.2% | -62.1% | +123.2% | +58.1% |
| YTD | +172.7% | -26.2% | +198.9% | +151.0% |
| 1Y | +111.0% | -32.6% | +143.6% | +95.9% |
| All | +111.0% | -33.0% | +144.0% | +95.9% |
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