+12,289.5%
DHI vs PSA
+13,531.3%
-1,241.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -6.1% | -3.6% | -2.5% | -3.9% |
| 30D | -10.1% | -9.4% | -0.7% | -4.3% |
| 3M | -7.3% | -8.2% | +0.9% | -2.3% |
| 6M | -6.1% | -1.8% | -4.3% | -5.1% |
| YTD | -5.0% | +15.7% | -20.8% | -13.6% |
| 1Y | -22.1% | +6.3% | -28.4% | -25.2% |
| 3Y | +19.2% | +21.6% | -2.3% | +4.5% |
| 5Y | +59.4% | +13.5% | +45.9% | +42.1% |
| 10Y | +401.8% | +101.3% | +300.6% | +197.0% |
| All | +12,289.5% | +13,531.3% | -1,241.9% | +1,282.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling