+747.9%
PH vs MOD
+911.6%
-163.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.7% | -2.9% | +1.4% |
| 7D | +2.0% | -25.5% | +27.5% | +9.4% |
| 30D | -3.7% | -49.0% | +45.3% | +13.8% |
| 3M | -14.0% | -49.8% | +35.8% | +1.2% |
| 6M | +2.1% | -64.8% | +66.9% | +29.3% |
| YTD | +5.1% | -27.6% | +32.7% | +7.0% |
| 1Y | +10.9% | -35.2% | +46.1% | +15.1% |
| 3Y | +132.9% | +137.1% | -4.2% | +51.8% |
| 5Y | +200.1% | +760.3% | -560.2% | +26.8% |
| All | +747.9% | +911.6% | -163.7% | +184.9% |
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