+710.0%
PH vs MOD
+915.9%
-205.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | -0.1% |
| 7D | +6.9% | +8.2% | -1.3% | +4.5% |
| 30D | +1.7% | -38.2% | +39.8% | +14.1% |
| 3M | -8.1% | -46.2% | +38.1% | +6.1% |
| 6M | +11.5% | -62.5% | +74.0% | +38.9% |
| YTD | +11.4% | -20.1% | +31.5% | +10.4% |
| 1Y | +14.1% | -29.7% | +43.8% | +15.9% |
| 3Y | +138.2% | +136.2% | +2.0% | +55.9% |
| 5Y | +216.0% | +820.4% | -604.4% | +31.4% |
| 10Y | +710.0% | +839.8% | -129.9% | +178.1% |
| All | +710.0% | +915.9% | -205.9% | +178.1% |
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 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