+3,159.9%
PEP vs MOD
+3,565.2%
-405.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -0.9% |
| 7D | -1.4% | +9.6% | -11.0% | -1.9% |
| 30D | +0.2% | 0.0% | +0.2% | +0.1% |
| 3M | -1.1% | -35.4% | +34.3% | +1.0% |
| 6M | -13.5% | -7.3% | -6.2% | -14.0% |
| YTD | -1.2% | +45.8% | -47.0% | -4.9% |
| 1Y | -1.6% | +43.1% | -44.7% | -5.6% |
| 3Y | -12.5% | +297.7% | -310.2% | -24.6% |
| 5Y | +3.0% | +1,478.8% | -1,475.7% | -21.8% |
| 10Y | +73.9% | +1,633.4% | -1,559.5% | +22.6% |
| All | +3,159.9% | +3,565.2% | -405.3% | +1,707.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling