-2.6%
PEP vs MOD
+45.0%
-47.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.3% | -6.0% | -1.5% |
| 7D | -2.4% | +9.6% | -12.0% | -1.9% |
| 30D | -0.8% | 0.0% | -0.9% | -0.8% |
| 3M | -2.2% | -35.4% | +33.2% | -3.4% |
| 6M | -14.4% | -7.3% | -7.1% | -15.4% |
| YTD | -2.2% | +45.8% | -48.0% | -2.2% |
| 1Y | -2.6% | +43.1% | -45.7% | -1.9% |
| All | -2.6% | +45.0% | -47.6% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling