+1,844.9%
PWR vs MOD
+822.6%
+1,022.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +19.1% | +16.1% | +3.0% | +14.2% |
| 30D | -12.0% | -38.5% | +26.5% | +0.9% |
| 3M | -10.6% | -46.8% | +36.2% | +6.3% |
| 6M | -20.8% | -61.6% | +40.8% | +1.9% |
| YTD | +43.7% | -20.5% | +64.3% | +50.3% |
| 1Y | +35.0% | -28.0% | +63.0% | +44.2% |
| 3Y | +249.4% | +134.9% | +114.5% | +168.7% |
| 5Y | +422.1% | +833.2% | -411.0% | +178.5% |
| All | +1,844.9% | +822.6% | +1,022.3% | +811.4% |
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