+156.9%
PHM vs PSKY
-70.1%
+227.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.2% |
| 7D | -5.0% | -2.4% | -2.6% | -4.6% |
| 30D | -8.4% | +11.6% | -20.0% | -10.1% |
| 3M | -4.4% | +1.5% | -6.0% | -4.9% |
| 6M | -3.7% | +7.7% | -11.4% | -5.6% |
| YTD | +1.3% | -20.1% | +21.4% | +3.8% |
| 1Y | -14.0% | -38.3% | +24.3% | -8.4% |
| 3Y | +48.1% | -17.7% | +65.9% | +42.2% |
| All | +156.9% | -70.1% | +227.0% | +198.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling