+1,535.8%
MOD vs PHM
+572.0%
+963.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.2% |
| 7D | +9.6% | -3.2% | +12.8% | +11.3% |
| 30D | 0.0% | -6.4% | +6.5% | +3.1% |
| 3M | -35.4% | +5.5% | -40.9% | -37.7% |
| 6M | -7.3% | -5.4% | -1.8% | -5.6% |
| YTD | +45.8% | +6.6% | +39.2% | +40.1% |
| 1Y | +43.1% | -8.8% | +52.0% | +47.9% |
| 3Y | +297.7% | +54.1% | +243.6% | +214.8% |
| 5Y | +1,478.8% | +144.5% | +1,334.3% | +887.1% |
| All | +1,535.8% | +572.0% | +963.8% | +612.6% |
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 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