+1,280.2%
PANW vs MOD
+1,465.6%
-185.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +1.4% |
| 7D | +2.0% | -3.9% | +5.9% | +2.4% |
| 30D | -11.8% | -9.6% | -2.2% | -10.8% |
| 3M | +28.6% | -30.6% | +59.2% | +33.4% |
| 6M | +104.4% | -10.9% | +115.4% | +103.9% |
| YTD | +83.8% | +34.3% | +49.5% | +71.8% |
| 1Y | +71.5% | +18.3% | +53.2% | +62.0% |
| 3Y | +172.2% | +281.9% | -109.7% | +112.3% |
| 5Y | +332.2% | +1,486.4% | -1,154.2% | +174.0% |
| All | +1,280.2% | +1,465.6% | -185.4% | +713.1% |
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