+1,643.3%
PLD vs MOD
+279.1%
+1,364.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.3% | +5.1% | -0.4% |
| 7D | +0.4% | -34.2% | +34.6% | +10.1% |
| 30D | -0.1% | -51.9% | +51.8% | +17.9% |
| 3M | -7.9% | -53.0% | +45.1% | +8.4% |
| 6M | -7.0% | -66.4% | +59.4% | +16.2% |
| YTD | +3.1% | -31.5% | +34.6% | +5.0% |
| 1Y | +7.1% | -39.6% | +46.6% | +11.3% |
| 3Y | +32.9% | +116.8% | -83.9% | -12.1% |
| 5Y | +1.5% | +713.8% | -712.3% | -56.7% |
| 10Y | +245.9% | +882.7% | -636.8% | +5.4% |
| All | +1,643.3% | +279.1% | +1,364.2% | +290.3% |
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