+3,280.0%
PFE vs MOD
+3,565.2%
-285.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.6% | -1.6% |
| 7D | +1.8% | +9.6% | -7.8% | +0.9% |
| 30D | +10.2% | 0.0% | +10.2% | +10.1% |
| 3M | +12.7% | -35.4% | +48.1% | +16.4% |
| 6M | +10.5% | -7.3% | +17.8% | +9.7% |
| YTD | +20.2% | +45.8% | -25.6% | +13.9% |
| 1Y | +24.1% | +43.1% | -19.1% | +17.0% |
| 3Y | -3.6% | +297.7% | -301.2% | -21.2% |
| 5Y | -20.9% | +1,478.8% | -1,499.6% | -45.6% |
| 10Y | +35.8% | +1,633.4% | -1,597.6% | -15.5% |
| All | +3,280.0% | +3,565.2% | -285.3% | +1,484.1% |
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