+49.0%
PHM vs PSKY
-21.8%
+70.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.4% | -0.2% |
| 7D | -3.9% | -6.8% | +3.0% | -3.0% |
| 30D | -8.6% | +10.2% | -18.8% | -9.7% |
| 3M | -2.9% | +0.3% | -3.2% | -3.1% |
| 6M | -5.7% | -7.8% | +2.1% | -5.2% |
| YTD | +1.9% | -23.0% | +24.8% | +4.6% |
| 1Y | -12.3% | -31.6% | +19.3% | -9.0% |
| All | +49.0% | -21.8% | +70.8% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 3y: compounded portfolio wealth divided by compounded PSKY 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…
3y analysis · Full analysis span regression · 6 months rolling