+2,925.7%
PH vs SPXU
-100.0%
+3,025.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.1% |
| 7D | +7.4% | -9.4% | +16.7% | +3.1% |
| 30D | +0.5% | +7.4% | -7.0% | +4.5% |
| 3M | -10.2% | +6.2% | -16.4% | -6.8% |
| 6M | +8.9% | -7.2% | +16.1% | +7.5% |
| YTD | +9.7% | -26.8% | +36.4% | -0.9% |
| 1Y | +12.8% | -26.3% | +39.1% | +2.7% |
| 3Y | +134.6% | -80.6% | +215.2% | +36.1% |
| 5Y | +204.5% | -83.6% | +288.1% | +101.5% |
| 10Y | +697.5% | -99.5% | +797.0% | +79.5% |
| All | +2,925.7% | -100.0% | +3,025.7% | +72.2% |
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 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