-19.4%
PCG vs MOD
+116.8%
-136.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.3% | +6.0% | -0.8% |
| 7D | 0.0% | -34.2% | +34.2% | +2.5% |
| 30D | +5.8% | -51.9% | +57.7% | +10.6% |
| 3M | -22.8% | -53.0% | +30.3% | -19.3% |
| 6M | -18.4% | -66.4% | +47.9% | -13.4% |
| YTD | -16.9% | -31.5% | +14.7% | -16.6% |
| 1Y | -17.6% | -39.6% | +21.9% | -16.9% |
| All | -19.4% | +116.8% | -136.2% | -36.4% |
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