+26.0%
PFE vs MOD
-33.9%
+59.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.9% | -10.4% | -0.4% |
| 7D | -4.7% | -13.9% | +9.2% | -4.9% |
| 30D | +3.4% | -41.5% | +44.9% | +2.9% |
| 3M | +9.2% | -45.7% | +55.0% | +8.8% |
| 6M | +15.8% | -61.1% | +76.9% | +15.6% |
| YTD | +23.4% | -20.5% | +43.9% | +19.7% |
| All | +26.0% | -33.9% | +59.9% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling