+253.6%
PH vs MOD
+1,486.5%
-1,232.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -1.3% |
| 7D | -3.1% | +9.6% | -12.7% | -5.3% |
| 30D | -3.2% | 0.0% | -3.3% | -3.5% |
| 3M | +10.6% | -35.4% | +46.0% | +21.5% |
| 6M | -2.1% | -7.3% | +5.1% | -3.6% |
| YTD | +10.2% | +45.8% | -35.6% | -4.6% |
| 1Y | +28.2% | +43.1% | -14.9% | +9.6% |
| 3Y | +134.9% | +297.7% | -162.8% | +36.2% |
| All | +253.6% | +1,486.5% | -1,232.8% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling