+126.5%
PH vs MOD
+116.8%
+9.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.3% | +5.3% | -0.4% |
| 7D | -3.9% | -34.2% | +30.3% | +4.6% |
| 30D | -9.4% | -51.9% | +42.5% | +5.4% |
| 3M | -10.3% | -53.0% | +42.7% | +4.3% |
| 6M | +2.7% | -66.4% | +69.0% | +26.5% |
| YTD | +2.1% | -31.5% | +33.7% | +4.4% |
| 1Y | +16.2% | -39.6% | +55.8% | +21.1% |
| All | +126.5% | +116.8% | +9.7% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling