+52.7%
PSA vs PHM
+59.1%
-6.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | 0.0% |
| 7D | -2.1% | -6.1% | +4.0% | +0.1% |
| 30D | +15.6% | +13.7% | +1.9% | +10.2% |
| 3M | +4.1% | -1.5% | +5.6% | +4.2% |
| 6M | +9.2% | +11.3% | -2.1% | +4.2% |
| YTD | +32.3% | +8.9% | +23.4% | +26.9% |
| 1Y | +26.2% | +6.1% | +20.1% | +21.9% |
| All | +52.7% | +59.1% | -6.4% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 3y: compounded portfolio wealth divided by compounded PHM 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…
3y analysis · Full analysis span regression · 6 months rolling