+4,650.8%
PG vs MOD
+1,810.3%
+2,840.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.9% | -8.1% | +1.2% |
| 7D | +2.9% | -13.9% | +16.8% | +3.6% |
| 30D | +12.0% | -41.5% | +53.6% | +15.3% |
| 3M | +16.2% | -45.7% | +61.9% | +20.0% |
| 6M | +16.6% | -61.1% | +77.7% | +22.2% |
| YTD | +20.9% | -20.5% | +41.4% | +20.1% |
| 1Y | +17.8% | -32.1% | +50.0% | +18.0% |
| 3Y | +21.2% | +146.5% | -125.3% | +6.6% |
| 5Y | +31.7% | +812.7% | -781.0% | +2.1% |
| 10Y | +156.9% | +966.8% | -809.9% | +83.0% |
| All | +4,650.8% | +1,810.3% | +2,840.4% | +2,549.5% |
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 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