+471.6%
PBR vs MOD
+1,005.7%
-534.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.9% | -10.8% | -2.8% |
| 7D | -13.3% | -13.9% | +0.7% | -11.3% |
| 30D | -27.5% | -41.5% | +14.1% | -20.7% |
| 3M | +5.2% | -45.7% | +50.9% | +15.7% |
| 6M | -6.4% | -61.1% | +54.7% | +7.6% |
| YTD | +61.6% | -20.5% | +82.1% | +57.7% |
| 1Y | +48.9% | -32.1% | +81.0% | +48.5% |
| 3Y | +70.0% | +146.5% | -76.4% | +13.5% |
| 5Y | +469.0% | +812.7% | -343.8% | +145.5% |
| 10Y | +471.6% | +966.8% | -495.2% | +139.2% |
| All | +471.6% | +1,005.7% | -534.1% | +139.2% |
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