Abstract: This paper, employing a rigorous research methodology, randomly used the data of 35 large-cap companies in the Philippine stock market. It constructed seven model portfolios whose performance in 2021, after the COVID-19 pandemic, was empirically tested using the metrics Portfolio Alpha, Beta, Sharpe, Treynor, and Information Ratio. The initial results revealed that the 5-stock model portfolio was among the worst performers and had the highest level of volatility during the observed period.