+557.2%
PHM vs PSLV
+190.6%
+366.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -5.0% | -3.5% | -1.5% | -4.3% |
| 30D | -8.4% | -2.1% | -6.3% | -8.2% |
| 3M | -4.4% | -1.6% | -2.8% | -4.6% |
| 6M | -3.7% | -25.5% | +21.8% | +1.0% |
| YTD | +1.3% | -11.4% | +12.7% | -1.5% |
| 1Y | -14.0% | +48.6% | -62.6% | -28.0% |
| 3Y | +48.1% | +166.9% | -118.8% | +2.3% |
| 5Y | +158.8% | +152.4% | +6.4% | +77.7% |
| All | +557.2% | +190.6% | +366.6% | +253.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling