+91.1%
PCG vs MOD
+1,544.7%
-1,453.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.3% | +6.0% | -0.5% |
| 7D | 0.0% | -34.2% | +34.2% | +3.9% |
| 30D | +5.8% | -51.9% | +57.7% | +13.4% |
| 3M | -22.8% | -53.0% | +30.3% | -17.2% |
| 6M | -18.4% | -66.4% | +47.9% | -10.4% |
| YTD | -16.9% | -31.5% | +14.7% | -15.8% |
| 1Y | -17.6% | -39.6% | +21.9% | -15.9% |
| 3Y | -20.0% | +116.8% | -136.8% | -31.4% |
| 5Y | +16.0% | +713.8% | -697.8% | -15.9% |
| 10Y | -76.7% | +882.7% | -959.4% | -84.8% |
| All | +91.1% | +1,544.7% | -1,453.6% | +9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling