+196.7%
PH vs MOD
+748.9%
-552.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.7% | -2.9% | +1.5% |
| 7D | +2.0% | -25.5% | +27.5% | +8.8% |
| 30D | -3.7% | -49.0% | +45.3% | +12.4% |
| 3M | -14.0% | -49.8% | +35.8% | 0.0% |
| 6M | +2.1% | -64.8% | +66.9% | +27.2% |
| YTD | +5.1% | -27.6% | +32.7% | +6.3% |
| 1Y | +10.9% | -35.2% | +46.1% | +14.3% |
| 3Y | +132.9% | +137.1% | -4.2% | +49.6% |
| All | +196.7% | +748.9% | -552.3% | +26.8% |
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