+72.9%
PBR vs MOD
-33.0%
+105.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -21.4% | +14.5% | -6.4% |
| 7D | -11.0% | -31.3% | +20.4% | -10.5% |
| 30D | -18.8% | -46.1% | +27.4% | -18.6% |
| 3M | +7.8% | -51.1% | +59.0% | +8.1% |
| 6M | -7.6% | -62.1% | +54.5% | -7.1% |
| YTD | +72.7% | -26.2% | +98.8% | +70.1% |
| 1Y | +72.9% | -32.6% | +105.5% | +69.6% |
| All | +72.9% | -33.0% | +105.9% | +69.6% |
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