+248.2%
PAAS vs MOD
+300.6%
-52.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.3% | -6.7% | -3.0% |
| 7D | -2.9% | +9.6% | -12.5% | -4.2% |
| 30D | +6.8% | 0.0% | +6.8% | +6.6% |
| 3M | -2.9% | -35.4% | +32.5% | +2.9% |
| 6M | -16.4% | -7.3% | -9.2% | -15.9% |
| YTD | 0.0% | +45.8% | -45.8% | -4.9% |
| 1Y | +54.3% | +43.1% | +11.2% | +46.5% |
| All | +248.2% | +300.6% | -52.4% | +177.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling