+2,972.9%
PH vs SPXU
-100.0%
+3,072.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | -0.9% |
| 7D | +6.9% | +1.5% | +5.4% | +8.2% |
| 30D | +1.7% | +6.4% | -4.7% | +5.3% |
| 3M | -8.1% | +4.2% | -12.4% | -5.3% |
| 6M | +11.5% | -7.8% | +19.3% | +9.8% |
| YTD | +11.4% | -27.5% | +38.9% | +0.2% |
| 1Y | +14.1% | -27.1% | +41.2% | +3.3% |
| 3Y | +138.2% | -80.8% | +219.1% | +37.6% |
| 5Y | +216.0% | -84.1% | +300.1% | +106.0% |
| 10Y | +710.0% | -99.5% | +809.5% | +81.5% |
| All | +2,972.9% | -100.0% | +3,072.8% | +74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling