+1,831.6%
PWR vs MOD
+1,079.7%
+752.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +27.9% | -28.5% | -8.6% |
| 7D | +11.3% | +40.4% | -29.1% | -0.2% |
| 30D | -8.9% | -14.0% | +5.1% | -6.1% |
| 3M | -10.5% | -33.3% | +22.8% | -1.5% |
| 6M | -22.2% | -51.4% | +29.2% | -7.6% |
| YTD | +42.7% | +1.6% | +41.1% | +37.4% |
| 1Y | +41.1% | +5.4% | +35.7% | +34.1% |
| 3Y | +242.7% | +191.0% | +51.8% | +144.4% |
| 5Y | +418.5% | +1,093.1% | -674.6% | +154.6% |
| All | +1,831.6% | +1,079.7% | +752.0% | +733.4% |
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 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