-20.2%
PFH vs SPY
+134.0%
-154.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.2% |
| 7D | -0.9% | -0.8% | -0.1% | -0.6% |
| 30D | -2.5% | -1.1% | -1.5% | -2.2% |
| 3M | -5.6% | +3.9% | -9.4% | -6.7% |
| 6M | -8.3% | +13.6% | -21.9% | -11.9% |
| YTD | -8.0% | +12.7% | -20.7% | -11.4% |
| 1Y | -12.9% | +17.5% | -30.4% | -17.2% |
| 3Y | -6.6% | +76.9% | -83.5% | -22.9% |
| 5Y | -25.2% | +83.6% | -108.7% | -39.9% |
| All | -20.2% | +134.0% | -154.2% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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