+454.9%
PBR vs MOD
+1,086.9%
-632.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +27.9% | -26.5% | -0.8% |
| 7D | -1.0% | +40.4% | -41.4% | -3.9% |
| 30D | -29.3% | -14.0% | -15.3% | -28.9% |
| 3M | +5.5% | -33.3% | +38.9% | +7.8% |
| 6M | -2.9% | -51.4% | +48.5% | +1.1% |
| YTD | +61.5% | +1.6% | +59.9% | +55.6% |
| 1Y | +46.9% | +5.4% | +41.5% | +40.4% |
| 3Y | +66.4% | +191.0% | -124.6% | +36.3% |
| All | +454.9% | +1,086.9% | -632.0% | +293.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling