+6,543.5%
PH vs SPYG
+561.6%
+5,981.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.2% |
| 7D | +0.4% | +1.2% | -0.8% | -0.7% |
| 30D | -10.8% | -1.6% | -9.3% | -9.5% |
| 3M | +8.5% | +3.4% | +5.1% | +4.7% |
| 6M | +3.9% | +18.9% | -15.0% | -12.5% |
| YTD | +9.4% | +13.8% | -4.4% | -4.2% |
| 1Y | +26.8% | +20.6% | +6.2% | +4.7% |
| 3Y | +140.8% | +100.5% | +40.3% | +23.3% |
| 5Y | +253.8% | +84.6% | +169.2% | +92.8% |
| 10Y | +792.3% | +410.8% | +381.5% | +93.6% |
| All | +6,543.5% | +561.6% | +5,981.9% | +692.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling