+806.9%
PH vs MOD
+1,642.7%
-835.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -1.3% |
| 7D | -3.1% | +9.6% | -12.7% | -5.4% |
| 30D | -3.2% | 0.0% | -3.3% | -3.6% |
| 3M | +10.6% | -35.4% | +46.0% | +22.3% |
| 6M | -2.1% | -7.3% | +5.1% | -3.5% |
| YTD | +10.2% | +45.8% | -35.6% | -5.2% |
| 1Y | +28.2% | +43.1% | -14.9% | +8.8% |
| 3Y | +134.9% | +297.7% | -162.8% | +35.9% |
| 5Y | +253.6% | +1,478.8% | -1,225.1% | +29.6% |
| All | +806.9% | +1,642.7% | -835.8% | +158.7% |
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 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