+209.7%
PH vs MOD
+1,086.9%
-877.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +27.9% | -27.9% | -6.6% |
| 7D | +4.3% | +40.4% | -36.1% | -4.8% |
| 30D | +0.1% | -14.0% | +14.1% | +2.1% |
| 3M | -9.4% | -33.3% | +24.0% | -2.4% |
| 6M | +8.8% | -51.4% | +60.2% | +24.3% |
| YTD | +9.6% | +1.6% | +8.0% | +1.3% |
| 1Y | +14.4% | +5.4% | +9.1% | +3.8% |
| 3Y | +134.5% | +191.0% | -56.5% | +42.9% |
| All | +209.7% | +1,086.9% | -877.2% | +22.7% |
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