+31.8%
PCAR vs MOD
+129.2%
-97.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.7% | -8.1% | -3.1% |
| 7D | +0.1% | -25.5% | +25.6% | +3.3% |
| 30D | -4.6% | -49.0% | +44.4% | +3.6% |
| 3M | -22.6% | -49.8% | +27.2% | -16.1% |
| 6M | -12.0% | -64.8% | +52.8% | -0.4% |
| YTD | -6.1% | -27.6% | +21.5% | -5.3% |
| 1Y | +6.3% | -35.2% | +41.5% | +8.4% |
| 3Y | +31.8% | +137.1% | -105.3% | -4.4% |
| All | +31.8% | +129.2% | -97.4% | -4.4% |
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