+5.6%
PLD vs MOD
-37.3%
+42.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.9% | -1.5% |
| 7D | -0.8% | -25.5% | +24.8% | +0.5% |
| 30D | -0.3% | -49.0% | +48.7% | +3.3% |
| 3M | -8.0% | -49.8% | +41.8% | -4.8% |
| 6M | -9.8% | -64.8% | +55.0% | -5.0% |
| YTD | +1.8% | -27.6% | +29.4% | +0.7% |
| 1Y | +5.6% | -35.2% | +40.8% | +5.0% |
| All | +5.6% | -37.3% | +42.9% | +5.0% |
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