+251.1%
PH vs SPXS
-85.7%
+336.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.1% |
| 7D | 0.0% | +1.2% | -1.2% | +0.5% |
| 30D | -10.3% | +5.2% | -15.5% | -8.4% |
| 3M | +5.1% | -9.2% | +14.2% | +2.0% |
| 6M | +2.3% | -29.6% | +31.9% | -9.4% |
| YTD | +8.7% | -27.6% | +36.3% | -2.1% |
| 1Y | +26.8% | -36.7% | +63.5% | +9.0% |
| 3Y | +139.2% | -79.8% | +219.0% | +50.7% |
| 5Y | +251.1% | -85.9% | +337.0% | +130.2% |
| All | +251.1% | -85.7% | +336.8% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 5y: compounded portfolio wealth divided by compounded SPXS 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…
5y analysis · Full analysis span regression · 6 months rolling