+3,663.5%
PANW vs MOD
+2,876.5%
+787.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -0.2% |
| 7D | -10.3% | +9.6% | -19.9% | -11.5% |
| 30D | -8.1% | 0.0% | -8.1% | -8.2% |
| 3M | +19.3% | -35.4% | +54.7% | +25.6% |
| 6M | +110.2% | -7.3% | +117.5% | +108.2% |
| YTD | +80.9% | +45.8% | +35.1% | +65.7% |
| 1Y | +73.3% | +43.1% | +30.1% | +57.7% |
| 3Y | +174.6% | +297.7% | -123.1% | +104.5% |
| 5Y | +327.1% | +1,478.8% | -1,151.7% | +148.8% |
| 10Y | +1,277.3% | +1,633.4% | -356.1% | +577.8% |
| All | +3,663.5% | +2,876.5% | +787.1% | +1,568.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling