+8,390.6%
PWR vs MOD
+720.9%
+7,669.7%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | -0.5% |
| 7D | +3.6% | +9.6% | -6.0% | +0.9% |
| 30D | -8.6% | 0.0% | -8.6% | -8.7% |
| 3M | -13.2% | -35.4% | +22.2% | -2.1% |
| 6M | +9.9% | -7.3% | +17.2% | +10.7% |
| YTD | +48.0% | +45.8% | +2.2% | +29.5% |
| 1Y | +66.2% | +43.1% | +23.0% | +44.9% |
| 3Y | +195.1% | +297.7% | -102.6% | +81.6% |
| 5Y | +442.6% | +1,478.8% | -1,036.2% | +113.1% |
| 10Y | +2,334.2% | +1,633.4% | +700.8% | +655.8% |
| All | +8,390.6% | +720.9% | +7,669.7% | +1,989.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling