+213.6%
PH vs SPXU
-83.3%
+296.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +1.3% |
| 7D | +2.1% | +0.5% | +1.6% | +2.7% |
| 30D | +0.3% | +10.9% | -10.6% | +5.1% |
| 3M | -8.8% | +9.6% | -18.4% | -4.5% |
| 6M | +10.0% | -4.7% | +14.7% | +10.0% |
| YTD | +10.5% | -24.6% | +35.1% | +2.1% |
| 1Y | +15.5% | -24.7% | +40.3% | +7.1% |
| 3Y | +136.4% | -80.0% | +216.4% | +48.9% |
| 5Y | +213.6% | -83.5% | +297.1% | +118.6% |
| All | +213.6% | -83.3% | +296.9% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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