+9.3%
PLD vs MOD
-33.0%
+42.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -21.4% | +23.2% | +2.8% |
| 7D | +4.9% | -31.3% | +36.2% | +6.7% |
| 30D | +2.6% | -46.1% | +48.7% | +5.8% |
| 3M | -4.8% | -51.1% | +46.4% | -1.3% |
| 6M | -3.9% | -62.1% | +58.2% | +0.6% |
| YTD | +5.3% | -26.2% | +31.5% | +4.2% |
| 1Y | +9.3% | -32.6% | +41.8% | +8.6% |
| All | +9.3% | -33.0% | +42.2% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling