+2,146.7%
PPL vs MOD
+1,673.7%
+472.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -21.4% | +21.5% | +1.9% |
| 7D | +1.8% | -31.3% | +33.1% | +4.9% |
| 30D | +8.4% | -46.1% | +54.5% | +14.0% |
| 3M | +2.4% | -51.1% | +53.5% | +8.3% |
| 6M | -4.0% | -62.1% | +58.1% | +3.1% |
| YTD | +4.5% | -26.2% | +30.6% | +4.5% |
| 1Y | +1.7% | -32.6% | +34.3% | +2.2% |
| 3Y | +55.5% | +133.8% | -78.3% | +32.0% |
| 5Y | +47.0% | +792.8% | -745.7% | +5.5% |
| 10Y | +62.4% | +959.8% | -897.4% | +4.7% |
| All | +2,146.7% | +1,673.7% | +472.9% | +1,068.1% |
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