+1,747.8%
PLD vs MOD
+731.6%
+1,016.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -1.8% |
| 7D | -2.4% | +9.6% | -12.0% | -4.6% |
| 30D | -2.4% | 0.0% | -2.5% | -2.7% |
| 3M | -3.8% | -35.4% | +31.6% | +5.2% |
| 6M | 0.0% | -7.3% | +7.3% | -1.9% |
| YTD | +9.2% | +45.8% | -36.6% | -5.8% |
| 1Y | +25.9% | +43.1% | -17.2% | +7.2% |
| 3Y | +21.3% | +297.7% | -276.4% | -29.7% |
| 5Y | +14.1% | +1,478.8% | -1,464.6% | -57.9% |
| 10Y | +237.9% | +1,633.4% | -1,395.5% | -7.7% |
| All | +1,747.8% | +731.6% | +1,016.3% | +249.7% |
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