+477.2%
PBR vs MOD
+906.4%
-429.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.1% | -2.5% |
| 7D | -16.0% | -25.5% | +9.6% | -11.6% |
| 30D | -22.8% | -49.0% | +26.2% | -13.4% |
| 3M | +3.0% | -49.8% | +52.8% | +15.0% |
| 6M | -8.1% | -64.8% | +56.7% | +7.7% |
| YTD | +63.1% | -27.6% | +90.8% | +62.2% |
| 1Y | +59.3% | -35.2% | +94.5% | +60.2% |
| 3Y | +66.1% | +137.1% | -71.0% | +11.3% |
| 5Y | +495.8% | +760.3% | -264.5% | +159.1% |
| All | +477.2% | +906.4% | -429.1% | +146.0% |
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