+14.1%
PCG vs MOD
+748.9%
-734.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.7% | -7.7% | -2.5% |
| 7D | -1.6% | -25.5% | +24.0% | +0.6% |
| 30D | +1.4% | -49.0% | +50.4% | +7.1% |
| 3M | -23.4% | -49.8% | +26.4% | -19.1% |
| 6M | -19.4% | -64.8% | +45.4% | -12.9% |
| YTD | -18.5% | -27.6% | +9.1% | -18.5% |
| 1Y | -19.5% | -35.2% | +15.7% | -19.1% |
| 3Y | -21.0% | +137.1% | -158.1% | -35.4% |
| All | +14.1% | +748.9% | -734.8% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling