-32.6%
MOD vs PHM
+16.2%
-48.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +7.2% | -28.6% | -23.4% |
| 7D | -31.3% | +13.6% | -44.9% | -35.0% |
| 30D | -46.1% | +19.3% | -65.4% | -50.5% |
| 3M | -51.1% | +3.5% | -54.6% | -51.4% |
| 6M | -62.1% | +18.6% | -80.6% | -66.6% |
| YTD | -26.2% | +16.7% | -42.9% | -35.8% |
| 1Y | -32.6% | +14.6% | -47.2% | -39.6% |
| All | -32.6% | +16.2% | -48.7% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 1y: compounded portfolio wealth divided by compounded PHM 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…
1y analysis · Full analysis span regression · 6 months rolling