+253.8%
PH vs SPXU
-86.0%
+339.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | 0.0% |
| 7D | +0.4% | -1.5% | +1.9% | -0.1% |
| 30D | -10.8% | +3.7% | -14.5% | -9.4% |
| 3M | +8.5% | -9.6% | +18.0% | +5.1% |
| 6M | +3.9% | -32.4% | +36.3% | -9.4% |
| YTD | +9.4% | -28.7% | +38.1% | -2.0% |
| 1Y | +26.8% | -38.2% | +65.0% | +8.0% |
| 3Y | +140.8% | -80.4% | +221.2% | +49.9% |
| 5Y | +253.8% | -86.0% | +339.8% | +132.2% |
| All | +253.8% | -86.0% | +339.8% | +132.2% |
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