+254.6%
PHM vs PSKY
-42.2%
+296.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.7% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | -6.4% | +24.0% | -30.4% | -13.9% |
| 3M | +5.5% | +2.2% | +3.3% | +3.9% |
| 6M | -5.4% | -9.0% | +3.5% | -4.1% |
| YTD | +6.6% | -18.1% | +24.7% | +10.7% |
| 1Y | -8.8% | -25.1% | +16.3% | -4.5% |
| 3Y | +54.1% | -16.3% | +70.5% | +35.0% |
| 5Y | +144.5% | -70.4% | +214.8% | +200.6% |
| 10Y | +569.4% | -74.2% | +643.6% | +558.2% |
| All | +254.6% | -42.2% | +296.9% | +139.5% |
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