+191.7%
PH vs MOD
+720.4%
-528.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.3% | +5.3% | -0.2% |
| 7D | -3.9% | -34.2% | +30.3% | +5.6% |
| 30D | -9.4% | -51.9% | +42.5% | +7.2% |
| 3M | -10.3% | -53.0% | +42.7% | +6.0% |
| 6M | +2.7% | -66.4% | +69.0% | +29.3% |
| YTD | +2.1% | -31.5% | +33.7% | +4.8% |
| 1Y | +16.2% | -39.6% | +55.8% | +21.8% |
| 3Y | +129.3% | +116.8% | +12.5% | +50.7% |
| 5Y | +191.7% | +713.8% | -522.1% | +25.9% |
| All | +191.7% | +720.4% | -528.6% | +25.9% |
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