+222.1%
PWR vs MOD
+129.2%
+92.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.7% | +0.5% | +4.0% |
| 7D | -12.9% | -25.5% | +12.7% | -2.5% |
| 30D | -22.8% | -49.0% | +26.2% | -0.7% |
| 3M | -19.0% | -49.8% | +30.8% | +4.2% |
| 6M | -31.1% | -64.8% | +33.7% | -0.7% |
| YTD | +28.2% | -27.6% | +55.9% | +39.5% |
| 1Y | +22.2% | -35.2% | +57.4% | +37.2% |
| 3Y | +222.1% | +137.1% | +85.0% | +119.0% |
| All | +222.1% | +129.2% | +92.9% | +119.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling