+1,826.8%
PWR vs MOD
+911.6%
+915.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.7% | +0.5% | +4.6% |
| 7D | -12.9% | -25.5% | +12.7% | -5.2% |
| 30D | -22.8% | -49.0% | +26.2% | -6.8% |
| 3M | -19.0% | -49.8% | +30.8% | -2.2% |
| 6M | -31.1% | -64.8% | +33.7% | -9.2% |
| YTD | +28.2% | -27.6% | +55.9% | +37.6% |
| 1Y | +22.2% | -35.2% | +57.4% | +34.3% |
| 3Y | +222.1% | +137.1% | +85.0% | +148.2% |
| 5Y | +364.1% | +760.3% | -396.2% | +153.1% |
| All | +1,826.8% | +911.6% | +915.1% | +820.0% |
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