+1,796.7%
PWR vs MOD
+920.5%
+876.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.6% |
| 7D | -11.2% | -17.8% | +6.6% | -6.1% |
| 30D | -17.4% | -43.2% | +25.8% | -3.2% |
| 3M | -11.7% | -46.0% | +34.3% | +4.4% |
| 6M | -21.7% | -62.2% | +40.5% | +1.2% |
| YTD | +38.3% | -22.8% | +61.1% | +45.8% |
| 1Y | +29.6% | -35.5% | +65.1% | +42.4% |
| 3Y | +236.1% | +128.2% | +107.9% | +160.8% |
| 5Y | +406.3% | +791.6% | -385.3% | +173.9% |
| 10Y | +1,796.7% | +886.3% | +910.4% | +805.1% |
| All | +1,796.7% | +920.5% | +876.2% | +805.1% |
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 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