+15,613.1%
PSA vs PHM
+11,720.3%
+3,892.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.4% | -4.1% | +2.7% | -0.5% |
| 30D | +15.2% | +16.1% | -1.0% | +11.2% |
| 3M | +2.2% | -2.5% | +4.7% | +2.6% |
| 6M | +11.7% | +12.9% | -1.2% | +8.2% |
| YTD | +32.0% | +9.0% | +23.0% | +28.8% |
| 1Y | +26.3% | +8.2% | +18.1% | +23.3% |
| 3Y | +52.4% | +58.4% | -6.1% | +34.8% |
| 5Y | +26.3% | +159.2% | -132.9% | -2.1% |
| 10Y | +132.3% | +676.9% | -544.5% | +32.2% |
| All | +15,613.1% | +11,720.3% | +3,892.7% | +5,943.8% |
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