+4,642.6%
PG vs MOD
+1,809.4%
+2,833.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +0.6% | +16.1% | -15.5% | -0.4% |
| 30D | +10.5% | -38.5% | +49.0% | +13.4% |
| 3M | +17.4% | -46.8% | +64.2% | +21.3% |
| 6M | +18.4% | -61.6% | +80.0% | +24.2% |
| YTD | +20.7% | -20.5% | +41.2% | +19.9% |
| 1Y | +16.8% | -28.0% | +44.8% | +16.5% |
| 3Y | +20.1% | +134.9% | -114.8% | +6.0% |
| 5Y | +30.4% | +833.2% | -802.7% | +0.9% |
| 10Y | +163.7% | +834.8% | -671.1% | +90.1% |
| All | +4,642.6% | +1,809.4% | +2,833.1% | +2,544.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling