+256.0%
PH vs SPYG
+84.1%
+171.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | 0.0% | +0.3% | -0.3% | -0.3% |
| 30D | -10.3% | -1.7% | -8.6% | -9.0% |
| 3M | +5.1% | +3.6% | +1.4% | +1.6% |
| 6M | +2.3% | +16.6% | -14.3% | -11.0% |
| YTD | +8.7% | +13.4% | -4.7% | -3.4% |
| 1Y | +26.8% | +19.6% | +7.2% | +7.1% |
| 3Y | +139.2% | +99.8% | +39.4% | +30.1% |
| All | +256.0% | +84.1% | +171.9% | +100.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling