+31.7%
PG vs MOD
+832.8%
-801.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.9% | -8.1% | +1.9% |
| 7D | +2.9% | -13.9% | +16.8% | +2.8% |
| 30D | +12.0% | -41.5% | +53.6% | +11.7% |
| 3M | +16.2% | -45.7% | +61.9% | +15.8% |
| 6M | +16.6% | -61.1% | +77.7% | +16.1% |
| YTD | +20.9% | -20.5% | +41.4% | +20.1% |
| 1Y | +17.8% | -32.1% | +50.0% | +17.1% |
| 3Y | +21.2% | +146.5% | -125.3% | +12.9% |
| 5Y | +31.7% | +812.7% | -781.0% | +8.6% |
| All | +31.7% | +832.8% | -801.1% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling