+737.3%
PH vs MOD
+1,005.7%
-268.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.9% | -5.6% | +1.6% |
| 7D | +3.0% | -13.9% | +17.0% | +6.4% |
| 30D | -0.6% | -41.5% | +40.9% | +13.2% |
| 3M | -10.7% | -45.7% | +35.0% | +2.9% |
| 6M | +9.1% | -61.1% | +70.2% | +34.5% |
| YTD | +9.5% | -20.5% | +30.0% | +8.7% |
| 1Y | +14.0% | -32.1% | +46.2% | +16.9% |
| 3Y | +138.9% | +146.5% | -7.6% | +54.4% |
| 5Y | +209.1% | +812.7% | -603.6% | +28.9% |
| 10Y | +737.3% | +966.8% | -229.5% | +177.4% |
| All | +737.3% | +1,005.7% | -268.4% | +177.4% |
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 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