-76.5%
PCG vs MOD
+822.6%
-899.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -2.0% | +16.1% | -18.1% | -3.9% |
| 30D | -2.7% | -38.5% | +35.8% | +2.8% |
| 3M | -25.1% | -46.8% | +21.8% | -19.6% |
| 6M | -22.3% | -61.6% | +39.3% | -14.1% |
| YTD | -18.5% | -20.5% | +2.0% | -19.3% |
| 1Y | -21.8% | -28.0% | +6.2% | -22.1% |
| 3Y | -21.0% | +134.9% | -156.0% | -38.3% |
| 5Y | +8.1% | +833.2% | -825.1% | -36.3% |
| All | -76.5% | +822.6% | -899.1% | -88.7% |
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