+89.0%
PBF vs MOD
-30.7%
+119.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.8% | +2.3% |
| 7D | +4.3% | +16.1% | -11.8% | +3.9% |
| 30D | -21.8% | -38.5% | +16.7% | -21.9% |
| 3M | +1.7% | -46.8% | +48.6% | +1.4% |
| 6M | +69.8% | -61.6% | +131.4% | +65.4% |
| YTD | +167.7% | -20.5% | +188.3% | +145.6% |
| 1Y | +89.0% | -28.0% | +117.0% | +73.6% |
| All | +89.0% | -30.7% | +119.6% | +73.6% |
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 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