+216.0%
PH vs SPXS
-83.8%
+299.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | -0.7% |
| 7D | +6.9% | +1.5% | +5.4% | +8.0% |
| 30D | +1.7% | +6.3% | -4.6% | +4.9% |
| 3M | -8.1% | +4.2% | -12.4% | -5.6% |
| 6M | +11.5% | -7.9% | +19.4% | +10.0% |
| YTD | +11.4% | -27.5% | +38.9% | +1.4% |
| 1Y | +14.1% | -27.0% | +41.1% | +4.6% |
| 3Y | +138.2% | -80.5% | +218.8% | +48.7% |
| 5Y | +216.0% | -84.0% | +300.0% | +118.0% |
| All | +216.0% | -83.8% | +299.8% | +118.0% |
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