+1,135.8%
PANW vs MOD
+1,079.7%
+56.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +27.9% | -28.0% | -3.4% |
| 7D | +2.7% | +40.4% | -37.7% | -1.7% |
| 30D | -14.1% | -14.0% | -0.1% | -13.3% |
| 3M | -18.6% | -33.3% | +14.7% | -15.8% |
| 6M | +41.5% | -51.4% | +92.9% | +50.5% |
| YTD | +74.9% | +1.6% | +73.3% | +67.0% |
| 1Y | +57.4% | +5.4% | +52.0% | +48.8% |
| 3Y | +152.1% | +191.0% | -38.9% | +101.6% |
| 5Y | +275.3% | +1,093.1% | -817.8% | +145.1% |
| All | +1,135.8% | +1,079.7% | +56.2% | +679.5% |
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