+94.6%
PBR vs MOD
+331.6%
-237.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | -2.2% |
| 7D | +8.6% | +9.6% | -1.0% | +7.9% |
| 30D | +12.8% | 0.0% | +12.8% | +12.7% |
| 3M | +14.7% | -35.4% | +50.0% | +17.5% |
| 6M | +25.2% | -7.3% | +32.4% | +24.1% |
| YTD | +77.1% | +45.8% | +31.3% | +68.5% |
| 1Y | +69.6% | +43.1% | +26.4% | +60.3% |
| All | +94.6% | +331.6% | -237.0% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling