+19.3%
PH vs MOD
-33.0%
+52.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -21.4% | +17.8% | -0.2% |
| 7D | -0.2% | -31.3% | +31.1% | +5.7% |
| 30D | -6.7% | -46.1% | +39.4% | +2.4% |
| 3M | -8.1% | -51.1% | +43.0% | +2.0% |
| 6M | +5.3% | -62.1% | +67.4% | +20.4% |
| YTD | +4.2% | -26.2% | +30.4% | +7.0% |
| 1Y | +19.3% | -32.6% | +51.9% | +24.1% |
| All | +19.3% | -33.0% | +52.3% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling