+224.3%
PHM vs PSKY
-63.1%
+287.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +2.2% |
| 7D | +1.3% | -24.6% | +25.8% | +10.5% |
| 30D | -4.3% | -36.1% | +31.8% | +10.7% |
| 3M | +41.1% | -39.9% | +81.0% | +53.3% |
| 6M | +41.1% | -39.9% | +81.0% | +53.3% |
| YTD | +41.1% | -39.9% | +81.0% | +53.3% |
| 1Y | +41.1% | -39.9% | +81.0% | +53.3% |
| 3Y | +59.5% | -40.7% | +100.1% | +72.4% |
| 5Y | +145.8% | -80.0% | +225.9% | +279.0% |
| 10Y | +554.8% | -84.4% | +639.3% | +756.4% |
| All | +224.3% | -63.1% | +287.4% | +181.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling