+172.8%
PANW vs MOD
+148.6%
+24.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +9.9% | -4.4% | +4.2% |
| 7D | -5.9% | -13.9% | +8.0% | -4.7% |
| 30D | -21.0% | -41.5% | +20.5% | -16.4% |
| 3M | -9.1% | -45.7% | +36.7% | -3.4% |
| 6M | +59.2% | -61.1% | +120.3% | +74.3% |
| YTD | +79.6% | -20.5% | +100.1% | +73.4% |
| 1Y | +55.9% | -32.1% | +88.0% | +53.8% |
| 3Y | +172.8% | +146.5% | +26.3% | +87.7% |
| All | +172.8% | +148.6% | +24.2% | +87.7% |
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