+188.9%
PAAS vs MOD
+911.6%
-722.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.7% | -4.3% | +1.0% |
| 7D | +8.4% | -25.5% | +33.9% | +10.6% |
| 30D | -7.2% | -49.0% | +41.8% | -2.2% |
| 3M | -14.0% | -49.8% | +35.8% | -9.4% |
| 6M | -26.8% | -64.8% | +38.0% | -20.8% |
| YTD | -19.8% | -27.6% | +7.8% | -17.9% |
| 1Y | +22.8% | -35.2% | +58.0% | +26.4% |
| 3Y | +183.6% | +137.1% | +46.5% | +166.6% |
| 5Y | +73.8% | +760.3% | -686.5% | +52.8% |
| All | +188.9% | +911.6% | -722.7% | +161.8% |
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