+39.4%
PPL vs MOD
+1,486.5%
-1,447.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.1% |
| 7D | +2.7% | +9.6% | -6.9% | +2.4% |
| 30D | +0.5% | 0.0% | +0.4% | +0.4% |
| 3M | +0.7% | -35.4% | +36.0% | +1.7% |
| 6M | -7.6% | -7.3% | -0.3% | -7.9% |
| YTD | +1.8% | +45.8% | -44.0% | -0.2% |
| 1Y | -0.8% | +43.1% | -43.9% | -3.0% |
| 3Y | +56.9% | +297.7% | -240.8% | +37.9% |
| All | +39.4% | +1,486.5% | -1,447.0% | +1.4% |
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