+70.4%
PCAR vs MOD
+300.6%
-230.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.2% | -0.5% |
| 7D | -0.5% | +9.6% | -10.1% | -1.9% |
| 30D | -6.2% | 0.0% | -6.3% | -6.3% |
| 3M | +5.9% | -35.4% | +41.3% | +12.3% |
| 6M | +0.4% | -7.3% | +7.7% | 0.0% |
| YTD | +14.8% | +45.8% | -31.0% | +6.2% |
| 1Y | +30.1% | +43.1% | -13.0% | +19.7% |
| All | +70.4% | +300.6% | -230.2% | +14.1% |
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