+252.3%
PBF vs MOD
+1,005.7%
-753.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +9.9% | -6.5% | +0.5% |
| 7D | -7.4% | -13.9% | +6.6% | -3.8% |
| 30D | -17.5% | -41.5% | +24.1% | -4.6% |
| 3M | +13.1% | -45.7% | +58.9% | +32.6% |
| 6M | +72.6% | -61.1% | +133.8% | +116.2% |
| YTD | +161.2% | -20.5% | +181.7% | +146.4% |
| 1Y | +93.3% | -32.1% | +125.5% | +89.9% |
| 3Y | +80.7% | +146.5% | -65.8% | -10.1% |
| 5Y | +396.1% | +812.7% | -416.6% | +17.9% |
| 10Y | +252.3% | +966.8% | -714.6% | -38.0% |
| All | +252.3% | +1,005.7% | -753.5% | -38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling