+112.7%
PG vs MOD
+1,465.6%
-1,352.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.3% |
| 7D | -2.7% | -3.9% | +1.3% | -2.6% |
| 30D | -1.5% | -9.6% | +8.1% | -1.3% |
| 3M | -3.4% | -30.6% | +27.2% | -2.7% |
| 6M | -7.0% | -10.9% | +4.0% | -7.2% |
| YTD | +2.0% | +34.3% | -32.3% | +0.6% |
| 1Y | -6.5% | +18.3% | -24.8% | -7.6% |
| 3Y | +1.2% | +281.9% | -280.7% | -6.6% |
| 5Y | +12.8% | +1,486.4% | -1,473.6% | -4.9% |
| All | +112.7% | +1,465.6% | -1,352.9% | +75.3% |
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 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