-13.2%
PFH vs SPY
+12.1%
-25.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -5.2% | +2.6% | -7.8% | -5.9% |
| 30D | -1.5% | -2.0% | +0.4% | -1.1% |
| 3M | -6.6% | -2.8% | -3.8% | -6.0% |
| 6M | -11.1% | +2.1% | -13.3% | -11.6% |
| YTD | -12.0% | +11.5% | -23.5% | -13.4% |
| 1Y | -13.2% | +13.5% | -26.7% | -15.2% |
| All | -13.2% | +12.1% | -25.3% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling