+200.1%
PAAS vs MOD
+1,642.7%
-1,442.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.3% | -6.7% | -2.8% |
| 7D | -2.9% | +9.6% | -12.5% | -3.7% |
| 30D | +6.8% | 0.0% | +6.8% | +6.7% |
| 3M | -2.9% | -35.4% | +32.5% | +0.4% |
| 6M | -16.4% | -7.3% | -9.2% | -16.2% |
| YTD | 0.0% | +45.8% | -45.8% | -3.1% |
| 1Y | +54.3% | +43.1% | +11.2% | +49.4% |
| 3Y | +230.7% | +297.7% | -67.0% | +196.0% |
| 5Y | +111.6% | +1,478.8% | -1,367.1% | +76.0% |
| All | +200.1% | +1,642.7% | -1,442.6% | +147.4% |
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