-77.6%
PCG vs MOD
+911.6%
-989.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.7% | -7.7% | -2.7% |
| 7D | -1.6% | -25.5% | +24.0% | +1.6% |
| 30D | +1.4% | -49.0% | +50.4% | +9.6% |
| 3M | -23.4% | -49.8% | +26.4% | -17.2% |
| 6M | -19.4% | -64.8% | +45.4% | -9.9% |
| YTD | -18.5% | -27.6% | +9.1% | -18.3% |
| 1Y | -19.5% | -35.2% | +15.7% | -18.7% |
| 3Y | -21.0% | +137.1% | -158.1% | -38.4% |
| 5Y | +13.7% | +760.3% | -746.5% | -31.8% |
| All | -77.6% | +911.6% | -989.2% | -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