+1,573.8%
PBR vs MOD
+832.1%
+741.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | -3.0% |
| 7D | +8.6% | +9.6% | -1.0% | +6.0% |
| 30D | +12.8% | 0.0% | +12.8% | +12.4% |
| 3M | +14.7% | -35.4% | +50.0% | +25.7% |
| 6M | +25.2% | -7.3% | +32.4% | +21.9% |
| YTD | +77.1% | +45.8% | +31.3% | +51.1% |
| 1Y | +69.6% | +43.1% | +26.4% | +42.4% |
| 3Y | +95.6% | +297.7% | -202.1% | +9.0% |
| 5Y | +501.8% | +1,478.8% | -977.0% | +106.2% |
| 10Y | +640.6% | +1,633.4% | -992.8% | +103.3% |
| All | +1,573.8% | +832.1% | +741.6% | +272.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling