+621.5%
PBR vs MOD
+1,504.3%
-882.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.8% |
| 7D | +2.5% | +6.3% | -3.9% | +1.2% |
| 30D | +19.4% | -1.7% | +21.0% | +19.4% |
| 3M | +20.8% | -30.1% | +50.9% | +27.6% |
| 6M | +23.5% | +2.7% | +20.8% | +18.7% |
| YTD | +83.4% | +44.1% | +39.3% | +62.6% |
| 1Y | +77.6% | +38.7% | +38.8% | +56.1% |
| 3Y | +99.9% | +309.8% | -209.9% | +22.4% |
| 5Y | +567.7% | +1,569.7% | -1,002.0% | +158.4% |
| 10Y | +621.5% | +1,520.5% | -899.0% | +144.3% |
| All | +621.5% | +1,504.3% | -882.7% | +144.3% |
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