+16,691.5%
PH vs SPY
+2,954.7%
+13,736.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.5% | +2.5% |
| 7D | +2.0% | -2.7% | +4.7% | +4.9% |
| 30D | -3.7% | -5.4% | +1.7% | +2.3% |
| 3M | -14.0% | -4.1% | -9.9% | -10.1% |
| 6M | +2.1% | +0.7% | +1.4% | +0.9% |
| YTD | +5.1% | +8.7% | -3.6% | -4.6% |
| 1Y | +10.9% | +10.9% | +0.1% | -1.6% |
| 3Y | +132.9% | +75.0% | +58.0% | +26.5% |
| 5Y | +200.1% | +67.8% | +132.3% | +71.6% |
| 10Y | +783.8% | +312.9% | +471.0% | +105.8% |
| All | +16,691.5% | +2,954.7% | +13,736.8% | +635.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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