+16.2%
PG vs MOD
-33.2%
+49.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -0.4% |
| 7D | +0.2% | +8.2% | -8.0% | +0.6% |
| 30D | +10.2% | -38.2% | +48.3% | +8.8% |
| 3M | +16.2% | -46.2% | +62.4% | +14.6% |
| 6M | +18.6% | -62.5% | +81.2% | +16.7% |
| YTD | +20.4% | -20.1% | +40.5% | +16.9% |
| 1Y | +16.2% | -29.7% | +45.8% | +12.0% |
| All | +16.2% | -33.2% | +49.3% | +12.0% |
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