+6,822.1%
PWR vs MOD
+274.3%
+6,547.8%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -7.3% | -5.0% | -10.2% |
| 7D | -19.9% | -34.2% | +14.3% | -9.5% |
| 30D | -29.3% | -51.9% | +22.6% | -12.6% |
| 3M | -25.5% | -53.0% | +27.6% | -7.7% |
| 6M | -34.0% | -66.4% | +32.3% | -10.9% |
| YTD | +20.7% | -31.5% | +52.2% | +30.9% |
| 1Y | +12.3% | -39.6% | +51.9% | +25.4% |
| 3Y | +201.9% | +116.8% | +85.0% | +122.5% |
| 5Y | +336.8% | +713.8% | -377.0% | +107.9% |
| 10Y | +1,748.9% | +882.7% | +866.2% | +576.0% |
| All | +6,822.1% | +274.3% | +6,547.8% | +2,027.0% |
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 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