+26.1%
PAAS vs MOD
-33.0%
+59.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -21.4% | +29.8% | +11.6% |
| 7D | -1.1% | -31.3% | +30.2% | +4.7% |
| 30D | -8.5% | -46.1% | +37.7% | +1.3% |
| 3M | -7.3% | -51.1% | +43.8% | +3.9% |
| 6M | -18.3% | -62.1% | +43.8% | -3.8% |
| YTD | -19.2% | -26.2% | +7.0% | -8.6% |
| 1Y | +26.1% | -32.6% | +58.7% | +43.9% |
| All | +26.1% | -33.0% | +59.1% | +43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling