+21.2%
PG vs MOD
+148.6%
-127.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.9% | -8.1% | +2.2% |
| 7D | +2.9% | -13.9% | +16.8% | +2.4% |
| 30D | +12.0% | -41.5% | +53.6% | +10.0% |
| 3M | +16.2% | -45.7% | +61.9% | +13.9% |
| 6M | +16.6% | -61.1% | +77.7% | +13.3% |
| YTD | +20.9% | -20.5% | +41.4% | +20.7% |
| 1Y | +17.8% | -32.1% | +50.0% | +17.0% |
| 3Y | +21.2% | +146.5% | -125.3% | +30.8% |
| All | +21.2% | +148.6% | -127.4% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling