+2,940.3%
PH vs SPXU
-100.0%
+3,040.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | +0.4% |
| 7D | -3.1% | -0.1% | -2.9% | -3.0% |
| 30D | -3.2% | +0.8% | -4.1% | -2.8% |
| 3M | +10.6% | -4.7% | +15.3% | +9.2% |
| 6M | -2.1% | -29.6% | +27.5% | -14.4% |
| YTD | +10.2% | -29.9% | +40.1% | -3.3% |
| 1Y | +28.2% | -39.1% | +67.3% | +6.6% |
| 3Y | +134.9% | -80.0% | +214.9% | +38.2% |
| 5Y | +253.6% | -86.0% | +339.7% | +116.7% |
| 10Y | +804.7% | -99.5% | +904.3% | +98.9% |
| All | +2,940.3% | -100.0% | +3,040.3% | +67.9% |
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