+23.1%
PH vs SPYG
+17.3%
+5.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | -1.2% |
| 7D | -3.1% | -1.8% | -1.3% | -2.3% |
| 30D | -11.8% | -1.9% | -9.9% | -11.0% |
| 3M | +6.9% | +5.2% | +1.8% | +4.2% |
| 6M | -1.3% | +15.6% | -16.8% | -10.1% |
| YTD | +7.0% | +12.4% | -5.5% | -1.8% |
| 1Y | +23.1% | +17.5% | +5.7% | +7.7% |
| All | +23.1% | +17.3% | +5.8% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling