+17,401.4%
PH vs SPY
+3,027.0%
+14,374.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.9% | +1.6% |
| 7D | +3.0% | +0.1% | +3.0% | +2.8% |
| 30D | -0.6% | -3.3% | +2.7% | +3.0% |
| 3M | -10.7% | -2.4% | -8.3% | -8.4% |
| 6M | +9.1% | +2.6% | +6.5% | +5.7% |
| YTD | +9.5% | +11.2% | -1.7% | -3.1% |
| 1Y | +14.0% | +13.4% | +0.6% | -1.3% |
| 3Y | +138.9% | +79.9% | +59.0% | +25.9% |
| 5Y | +209.1% | +72.2% | +137.0% | +71.9% |
| 10Y | +737.3% | +307.3% | +430.0% | +97.3% |
| All | +17,401.4% | +3,027.0% | +14,374.4% | +647.0% |
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