-6.4%
PFH vs SPY
+76.5%
-82.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.6% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | -2.8% | -1.4% | -1.4% | -2.4% |
| 3M | -5.0% | +3.7% | -8.7% | -6.0% |
| 6M | -8.4% | +13.0% | -21.4% | -11.4% |
| YTD | -7.8% | +12.4% | -20.2% | -10.7% |
| 1Y | -11.8% | +18.5% | -30.3% | -15.8% |
| All | -6.4% | +76.5% | -82.9% | -25.3% |
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