+1,645.2%
PHM vs PSLV
+108.9%
+1,536.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.3% | +3.2% | -1.2% |
| 7D | -6.4% | -4.9% | -1.5% | -5.6% |
| 30D | -12.1% | -1.9% | -10.2% | -11.9% |
| 3M | -1.5% | +4.2% | -5.7% | -2.7% |
| 6M | -6.0% | -27.6% | +21.6% | -1.6% |
| YTD | -0.3% | -11.7% | +11.4% | -1.8% |
| 1Y | -13.3% | +49.3% | -62.7% | -23.6% |
| 3Y | +47.6% | +167.1% | -119.6% | +14.1% |
| 5Y | +154.7% | +151.7% | +3.0% | +96.7% |
| 10Y | +552.4% | +187.0% | +365.5% | +371.8% |
| All | +1,645.2% | +108.9% | +1,536.3% | +957.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling