+3.7%
PEP vs MOD
-33.0%
+36.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -21.4% | +25.2% | +2.1% |
| 7D | +7.4% | -31.3% | +38.7% | +4.8% |
| 30D | +13.3% | -46.1% | +59.5% | +9.3% |
| 3M | +3.5% | -51.1% | +54.6% | -0.5% |
| 6M | -5.9% | -62.1% | +56.1% | -10.4% |
| YTD | +2.3% | -26.2% | +28.4% | -3.0% |
| 1Y | +3.7% | -32.6% | +36.3% | -1.6% |
| All | +3.7% | -33.0% | +36.7% | -1.6% |
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 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