+89.6%
PEP vs MOD
+920.5%
-830.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.3% |
| 7D | +4.6% | -17.8% | +22.5% | +4.8% |
| 30D | +14.0% | -43.2% | +57.2% | +15.0% |
| 3M | +5.4% | -46.0% | +51.4% | +6.3% |
| 6M | -5.1% | -62.2% | +57.1% | -3.8% |
| YTD | +3.1% | -22.8% | +25.9% | +2.2% |
| 1Y | +4.8% | -35.5% | +40.3% | +4.2% |
| 3Y | -4.1% | +128.2% | -132.4% | -12.1% |
| 5Y | +3.0% | +791.6% | -788.7% | -15.0% |
| 10Y | +89.6% | +886.3% | -796.7% | +46.7% |
| All | +89.6% | +920.5% | -830.9% | +46.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling