+14,023.4%
PSA vs PHM
+11,456.8%
+2,566.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -3.7% | -3.2% | -0.5% | -2.9% |
| 30D | -7.7% | -6.4% | -1.3% | -6.4% |
| 3M | -0.6% | +5.5% | -6.1% | -2.0% |
| 6M | -0.9% | -5.4% | +4.5% | +0.1% |
| YTD | +18.7% | +6.6% | +12.1% | +16.5% |
| 1Y | +7.6% | -8.8% | +16.5% | +9.3% |
| 3Y | +23.7% | +54.1% | -30.5% | +10.1% |
| 5Y | +13.7% | +144.5% | -130.8% | -10.8% |
| 10Y | +98.9% | +569.4% | -470.6% | +17.0% |
| All | +14,023.4% | +11,456.8% | +2,566.7% | +5,368.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling