-4.6%
PEP vs MOD
+116.8%
-121.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.3% | +7.5% | -0.2% |
| 7D | +6.7% | -34.2% | +40.8% | +4.4% |
| 30D | +13.5% | -51.9% | +65.4% | +9.4% |
| 3M | +3.9% | -53.0% | +57.0% | +0.2% |
| 6M | -6.0% | -66.4% | +60.4% | -10.3% |
| YTD | +2.5% | -31.5% | +34.0% | +0.7% |
| 1Y | +3.9% | -39.6% | +43.5% | +1.8% |
| All | -4.6% | +116.8% | -121.4% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling