+232.8%
PH vs VSXY
+37.5%
+195.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +1.3% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -11.0% | -18.7% | +7.7% | -8.5% |
| 3M | +5.5% | -4.0% | +9.5% | +5.5% |
| 6M | +1.5% | +67.5% | -66.0% | -8.5% |
| YTD | +8.8% | +39.7% | -30.9% | +0.3% |
| 1Y | +24.5% | +180.0% | -155.5% | +1.6% |
| 3Y | +141.2% | +337.3% | -196.1% | +70.1% |
| 5Y | +256.3% | +22.7% | +233.6% | +195.4% |
| All | +232.8% | +37.5% | +195.2% | +171.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling