+966.8%
MOD vs PHM
+746.3%
+220.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.6% | +7.3% | +8.7% |
| 7D | -13.9% | +3.5% | -17.4% | -16.2% |
| 30D | -41.5% | +21.2% | -62.7% | -47.6% |
| 3M | -45.7% | +2.5% | -48.2% | -47.4% |
| 6M | -61.1% | +16.1% | -77.2% | -64.9% |
| YTD | -20.5% | +16.6% | -37.1% | -28.2% |
| 1Y | -32.1% | +14.4% | -46.6% | -38.1% |
| 3Y | +146.5% | +71.9% | +74.6% | +82.0% |
| 5Y | +812.7% | +174.3% | +638.4% | +432.1% |
| 10Y | +966.8% | +744.0% | +222.8% | +378.8% |
| All | +966.8% | +746.3% | +220.5% | +378.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling