+35.0%
PCAR vs MOD
+116.8%
-81.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.3% | +5.7% | -0.6% |
| 7D | +2.2% | -34.2% | +36.3% | +7.2% |
| 30D | -4.4% | -51.9% | +47.5% | +4.6% |
| 3M | -21.4% | -53.0% | +31.6% | -14.1% |
| 6M | -7.3% | -66.4% | +59.0% | +5.4% |
| YTD | -3.8% | -31.5% | +27.8% | -2.2% |
| 1Y | +6.3% | -39.6% | +45.9% | +9.4% |
| All | +35.0% | +116.8% | -81.8% | -1.3% |
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