+425.6%
PWR vs MOD
+818.0%
-392.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.5% | +0.8% | +3.1% |
| 7D | +4.7% | +8.2% | -3.5% | +2.3% |
| 30D | -12.5% | -38.2% | +25.7% | +2.4% |
| 3M | -9.3% | -46.2% | +36.9% | +10.4% |
| 6M | -22.2% | -62.5% | +40.4% | +4.9% |
| YTD | +44.2% | -20.1% | +64.3% | +51.3% |
| 1Y | +35.5% | -29.7% | +65.2% | +47.1% |
| 3Y | +250.4% | +136.2% | +114.2% | +164.3% |
| 5Y | +425.6% | +820.4% | -394.7% | +198.1% |
| All | +425.6% | +818.0% | -392.4% | +198.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling