+982.8%
PAAS vs MOD
+295.3%
+687.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.3% | +5.1% | -1.4% |
| 7D | -0.4% | -34.2% | +33.7% | +3.6% |
| 30D | -11.6% | -51.9% | +40.2% | -4.9% |
| 3M | -15.6% | -53.0% | +37.5% | -9.2% |
| 6M | -19.1% | -66.4% | +47.2% | -10.2% |
| YTD | -20.9% | -31.5% | +10.6% | -19.1% |
| 1Y | +21.3% | -39.6% | +60.9% | +25.4% |
| 3Y | +177.4% | +116.8% | +60.6% | +142.9% |
| 5Y | +71.3% | +713.8% | -642.5% | +27.4% |
| 10Y | +181.5% | +882.7% | -701.2% | +86.0% |
| All | +982.8% | +295.3% | +687.5% | +624.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling