+1,544.7%
MOD vs PHM
+12,477.9%
-10,933.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.6% | -6.7% | -7.0% |
| 7D | -34.2% | +8.7% | -42.8% | -36.9% |
| 30D | -51.9% | +16.4% | -68.3% | -55.3% |
| 3M | -53.0% | +1.8% | -54.9% | -54.2% |
| 6M | -66.4% | +15.1% | -81.4% | -68.8% |
| YTD | -31.5% | +16.0% | -47.5% | -36.7% |
| 1Y | -39.6% | +14.1% | -53.7% | -43.7% |
| 3Y | +116.8% | +65.9% | +50.9% | +73.7% |
| 5Y | +713.8% | +180.9% | +532.9% | +430.1% |
| 10Y | +882.7% | +730.3% | +152.4% | +305.8% |
| All | +1,544.7% | +12,477.9% | -10,933.2% | +286.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling