+1.5%
PLD vs MOD
+720.4%
-718.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.3% | +5.1% | -1.3% |
| 7D | +0.4% | -34.2% | +34.6% | +5.1% |
| 30D | -0.1% | -51.9% | +51.8% | +8.6% |
| 3M | -7.9% | -53.0% | +45.1% | 0.0% |
| 6M | -7.0% | -66.4% | +59.4% | +4.3% |
| YTD | +3.1% | -31.5% | +34.6% | +3.4% |
| 1Y | +7.1% | -39.6% | +46.6% | +8.6% |
| 3Y | +32.9% | +116.8% | -83.9% | +0.1% |
| 5Y | +1.5% | +713.8% | -712.3% | -41.9% |
| All | +1.5% | +720.4% | -718.8% | -41.9% |
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