+1,137.4%
PANW vs MOD
+822.6%
+314.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.5% |
| 7D | +2.5% | +16.1% | -13.6% | +0.7% |
| 30D | -18.7% | -38.5% | +19.8% | -14.4% |
| 3M | -16.6% | -46.8% | +30.2% | -11.1% |
| 6M | +49.7% | -61.6% | +111.3% | +64.4% |
| YTD | +75.2% | -20.5% | +95.7% | +72.8% |
| 1Y | +53.6% | -28.0% | +81.6% | +52.8% |
| 3Y | +154.6% | +134.9% | +19.6% | +109.6% |
| 5Y | +275.8% | +833.2% | -557.4% | +153.6% |
| All | +1,137.4% | +822.6% | +314.8% | +706.5% |
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