+249.4%
PBF vs MOD
+822.6%
-573.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.8% | +2.4% |
| 7D | +4.3% | +16.1% | -11.8% | -0.4% |
| 30D | -21.8% | -38.5% | +16.7% | -10.8% |
| 3M | +1.7% | -46.8% | +48.6% | +20.1% |
| 6M | +69.8% | -61.6% | +131.4% | +113.6% |
| YTD | +167.7% | -20.5% | +188.3% | +152.7% |
| 1Y | +89.0% | -28.0% | +117.0% | +82.0% |
| 3Y | +78.8% | +134.9% | -56.2% | -9.4% |
| 5Y | +415.4% | +833.2% | -417.7% | +20.5% |
| All | +249.4% | +822.6% | -573.3% | -34.6% |
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