-22.9%
DHI vs PSA
+6.8%
-29.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.2% |
| 7D | -3.4% | -1.8% | -1.6% | -2.1% |
| 30D | -5.4% | -8.4% | +2.9% | +1.1% |
| 3M | -10.4% | -7.8% | -2.6% | -4.8% |
| 6M | -2.8% | +0.8% | -3.6% | -4.3% |
| YTD | -3.4% | +16.5% | -19.9% | -14.6% |
| 1Y | -22.9% | +4.7% | -27.6% | -30.1% |
| All | -22.9% | +6.8% | -29.7% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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