-8.8%
PFH vs SPY
+78.1%
-86.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -5.2% | +2.6% | -7.8% | -5.8% |
| 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% | -11.7% |
| YTD | -12.0% | +11.5% | -23.5% | -14.5% |
| 1Y | -13.2% | +13.5% | -26.7% | -16.1% |
| 3Y | -8.8% | +77.7% | -86.5% | -27.2% |
| All | -8.8% | +78.1% | -86.9% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling