+49.6%
PFE vs MOD
+1,005.7%
-956.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.9% | -10.4% | -0.9% |
| 7D | -4.7% | -13.9% | +9.2% | -4.3% |
| 30D | +3.4% | -41.5% | +44.9% | +5.5% |
| 3M | +9.2% | -45.7% | +55.0% | +11.7% |
| 6M | +15.8% | -61.1% | +76.9% | +19.8% |
| YTD | +23.4% | -20.5% | +43.9% | +22.6% |
| 1Y | +25.8% | -32.1% | +57.9% | +25.7% |
| 3Y | +17.8% | +146.5% | -128.6% | +5.9% |
| 5Y | -20.2% | +812.7% | -832.9% | -35.5% |
| 10Y | +49.6% | +966.8% | -917.2% | +18.2% |
| All | +49.6% | +1,005.7% | -956.1% | +18.2% |
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 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