+12.2%
PCAR vs MOD
-33.0%
+45.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -21.4% | +25.5% | +6.2% |
| 7D | +3.7% | -31.3% | +35.0% | +7.5% |
| 30D | -2.9% | -46.1% | +43.2% | +3.7% |
| 3M | -21.7% | -51.1% | +29.4% | -15.5% |
| 6M | -6.6% | -62.1% | +55.4% | +3.6% |
| YTD | -2.2% | -26.2% | +23.9% | -1.0% |
| 1Y | +12.2% | -32.6% | +44.8% | +14.5% |
| All | +12.2% | -33.0% | +45.2% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling