+250.9%
PBF vs MOD
+1,079.7%
-828.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +27.9% | -27.4% | -7.7% |
| 7D | +6.5% | +40.4% | -34.0% | -4.9% |
| 30D | -20.0% | -14.0% | -6.0% | -18.3% |
| 3M | -3.3% | -33.3% | +30.0% | +5.5% |
| 6M | +76.8% | -51.4% | +128.2% | +105.2% |
| YTD | +168.9% | +1.6% | +167.3% | +133.3% |
| 1Y | +96.4% | +5.4% | +91.0% | +66.2% |
| 3Y | +77.2% | +191.0% | -113.8% | -16.3% |
| 5Y | +417.7% | +1,093.1% | -675.4% | +11.2% |
| All | +250.9% | +1,079.7% | -828.7% | -39.7% |
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