-11.9%
PEP vs MOD
+300.6%
-312.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -0.5% |
| 7D | -1.4% | +9.6% | -11.0% | -1.0% |
| 30D | +0.2% | 0.0% | +0.2% | +0.3% |
| 3M | -1.1% | -35.4% | +34.3% | -2.6% |
| 6M | -13.5% | -7.3% | -6.2% | -13.5% |
| YTD | -1.2% | +45.8% | -47.0% | +0.7% |
| 1Y | -1.6% | +43.1% | -44.7% | +0.5% |
| All | -11.9% | +300.6% | -312.6% | -7.4% |
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