+61.1%
PPL vs MOD
+857.0%
-795.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.3% | +8.1% | +1.2% |
| 7D | +1.0% | -34.2% | +35.2% | +3.3% |
| 30D | +6.8% | -51.9% | +58.7% | +11.2% |
| 3M | +3.9% | -53.0% | +56.9% | +8.1% |
| 6M | -2.0% | -66.4% | +64.3% | +3.5% |
| YTD | +5.3% | -31.5% | +36.8% | +5.4% |
| 1Y | +2.2% | -39.6% | +41.7% | +2.9% |
| 3Y | +56.7% | +116.8% | -60.1% | +35.7% |
| 5Y | +49.1% | +713.8% | -664.7% | +9.9% |
| All | +61.1% | +857.0% | -795.8% | +8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling