+393.4%
PBF vs MOD
+796.3%
-402.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.9% | -2.3% | -4.9% |
| 7D | -15.3% | -17.8% | +2.5% | -13.6% |
| 30D | -21.8% | -43.2% | +21.4% | -17.3% |
| 3M | -0.2% | -46.0% | +45.8% | +5.9% |
| 6M | +63.6% | -62.2% | +125.8% | +77.9% |
| YTD | +147.5% | -22.8% | +170.3% | +140.3% |
| 1Y | +69.8% | -35.5% | +105.3% | +68.4% |
| 3Y | +65.3% | +128.2% | -62.9% | +27.6% |
| 5Y | +393.4% | +791.6% | -398.2% | +237.8% |
| All | +393.4% | +796.3% | -402.9% | +237.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling