+1,865.8%
PWR vs MOD
+1,005.7%
+860.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +9.9% | -0.5% | +6.5% |
| 7D | -4.8% | -13.9% | +9.2% | -0.5% |
| 30D | -16.2% | -41.5% | +25.3% | -2.6% |
| 3M | -11.9% | -45.7% | +33.8% | +4.0% |
| 6M | -20.6% | -61.1% | +40.5% | +1.8% |
| YTD | +40.3% | -20.5% | +60.7% | +46.6% |
| 1Y | +33.0% | -32.1% | +65.1% | +44.2% |
| 3Y | +250.0% | +146.5% | +103.5% | +166.3% |
| 5Y | +404.2% | +812.7% | -408.6% | +170.6% |
| 10Y | +1,865.8% | +966.8% | +899.0% | +829.4% |
| All | +1,865.8% | +1,005.7% | +860.1% | +829.4% |
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