+170.9%
PANW vs MOD
+312.9%
-142.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | -6.9% | +6.3% | -13.3% | -7.6% |
| 30D | -7.4% | -1.7% | -5.7% | -7.3% |
| 3M | +26.5% | -30.1% | +56.6% | +31.2% |
| 6M | +104.2% | +2.7% | +101.5% | +99.1% |
| YTD | +82.9% | +44.1% | +38.9% | +66.3% |
| 1Y | +70.7% | +38.7% | +32.0% | +54.4% |
| 3Y | +170.9% | +309.8% | -138.8% | +77.2% |
| All | +170.9% | +312.9% | -142.0% | +77.2% |
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