+2,090.1%
PPL vs MOD
+3,565.2%
-1,475.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.4% |
| 7D | +2.7% | +9.6% | -6.9% | +1.8% |
| 30D | +0.5% | 0.0% | +0.4% | +0.4% |
| 3M | +0.7% | -35.4% | +36.0% | +4.0% |
| 6M | -7.6% | -7.3% | -0.3% | -8.2% |
| YTD | +1.8% | +45.8% | -44.0% | -3.5% |
| 1Y | -0.8% | +43.1% | -43.9% | -6.4% |
| 3Y | +56.9% | +297.7% | -240.8% | +27.7% |
| 5Y | +39.5% | +1,478.8% | -1,439.2% | -4.3% |
| 10Y | +55.4% | +1,633.4% | -1,578.0% | -3.3% |
| All | +2,090.1% | +3,565.2% | -1,475.2% | +976.4% |
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 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