+60.6%
PFE vs MOD
+911.6%
-851.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.7% | -7.4% | -1.9% |
| 7D | -3.7% | -25.5% | +21.8% | -2.7% |
| 30D | +5.0% | -49.0% | +54.0% | +7.8% |
| 3M | +12.2% | -49.8% | +62.0% | +15.1% |
| 6M | +14.6% | -64.8% | +79.3% | +19.1% |
| YTD | +24.1% | -27.6% | +51.8% | +23.7% |
| 1Y | +26.6% | -35.2% | +61.8% | +26.6% |
| 3Y | +14.3% | +137.1% | -122.8% | +2.6% |
| 5Y | -21.9% | +760.3% | -782.2% | -37.0% |
| All | +60.6% | +911.6% | -851.0% | +26.4% |
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 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