+196.2%
PAAS vs MOD
+1,079.7%
-883.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +27.9% | -28.4% | -2.9% |
| 7D | -8.9% | +40.4% | -49.3% | -11.8% |
| 30D | -11.4% | -14.0% | +2.6% | -10.8% |
| 3M | -20.4% | -33.3% | +12.9% | -18.3% |
| 6M | -40.7% | -51.4% | +10.7% | -37.6% |
| YTD | -26.9% | +1.6% | -28.5% | -27.6% |
| 1Y | -3.1% | +5.4% | -8.4% | -4.3% |
| 3Y | +199.3% | +191.0% | +8.3% | +172.5% |
| 5Y | +48.3% | +1,093.1% | -1,044.8% | +24.4% |
| All | +196.2% | +1,079.7% | -883.5% | +145.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling