+79.2%
PBF vs MOD
-33.9%
+113.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +9.9% | -6.5% | +3.1% |
| 7D | -7.4% | -13.9% | +6.6% | -7.2% |
| 30D | -17.5% | -41.5% | +24.1% | -17.6% |
| 3M | +13.1% | -45.7% | +58.9% | +12.9% |
| 6M | +72.6% | -61.1% | +133.8% | +68.5% |
| YTD | +161.2% | -20.5% | +181.7% | +139.8% |
| All | +79.2% | -33.9% | +113.1% | +67.1% |
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