+303.7%
PCAR vs MOD
+857.0%
-553.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.3% | +5.7% | -0.3% |
| 7D | +2.2% | -34.2% | +36.3% | +9.0% |
| 30D | -4.4% | -51.9% | +47.5% | +7.5% |
| 3M | -21.4% | -53.0% | +31.6% | -11.7% |
| 6M | -7.3% | -66.4% | +59.0% | +9.2% |
| YTD | -3.8% | -31.5% | +27.8% | -1.9% |
| 1Y | +6.3% | -39.6% | +45.9% | +10.2% |
| 3Y | +34.4% | +116.8% | -82.4% | +0.9% |
| 5Y | +109.2% | +713.8% | -604.6% | +15.1% |
| All | +303.7% | +857.0% | -553.3% | +101.8% |
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