+3.0%
PG vs MOD
+312.9%
-309.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.6% |
| 7D | -0.4% | +6.3% | -6.8% | -0.2% |
| 30D | -0.1% | -1.7% | +1.5% | -0.2% |
| 3M | +1.1% | -30.1% | +31.2% | +0.1% |
| 6M | -3.8% | +2.7% | -6.5% | -3.5% |
| YTD | +3.8% | +44.1% | -40.2% | +5.9% |
| 1Y | -5.8% | +38.7% | -44.5% | -3.8% |
| 3Y | +3.0% | +309.8% | -306.8% | +12.5% |
| All | +3.0% | +312.9% | -309.9% | +12.5% |
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