-10.5%
PCG vs MOD
+300.6%
-311.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.3% | -1.9% | +2.2% |
| 7D | -13.9% | +9.6% | -23.4% | -14.4% |
| 30D | -16.9% | 0.0% | -16.9% | -16.9% |
| 3M | -14.7% | -35.4% | +20.6% | -12.7% |
| 6M | -23.8% | -7.3% | -16.5% | -24.3% |
| YTD | -10.5% | +45.8% | -56.3% | -14.2% |
| 1Y | -5.1% | +43.1% | -48.3% | -9.4% |
| All | -10.5% | +300.6% | -311.1% | -26.6% |
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