-76.0%
PCG vs MOD
+1,079.7%
-1,155.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +27.9% | -25.7% | -1.3% |
| 7D | +2.2% | +40.4% | -38.3% | -2.5% |
| 30D | +0.8% | -14.0% | +14.8% | +1.7% |
| 3M | -23.8% | -33.3% | +9.5% | -20.8% |
| 6M | -19.6% | -51.4% | +31.8% | -14.0% |
| YTD | -16.7% | +1.6% | -18.3% | -20.3% |
| 1Y | -19.4% | +5.4% | -24.8% | -23.7% |
| 3Y | -18.3% | +191.0% | -209.3% | -38.0% |
| 5Y | +10.4% | +1,093.1% | -1,082.7% | -37.1% |
| All | -76.0% | +1,079.7% | -1,155.6% | -88.9% |
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