-76.0%
PCG vs MOD
+1,642.7%
-1,718.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.3% | -1.9% | +1.9% |
| 7D | -13.9% | +9.6% | -23.4% | -14.8% |
| 30D | -16.9% | 0.0% | -16.9% | -17.0% |
| 3M | -14.7% | -35.4% | +20.6% | -10.7% |
| 6M | -23.8% | -7.3% | -16.5% | -24.6% |
| YTD | -10.5% | +45.8% | -56.3% | -17.1% |
| 1Y | -5.1% | +43.1% | -48.3% | -12.8% |
| 3Y | -11.6% | +297.7% | -309.3% | -34.7% |
| 5Y | +59.0% | +1,478.8% | -1,419.7% | -10.7% |
| All | -76.0% | +1,642.7% | -1,718.7% | -89.3% |
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