+141.0%
PH vs VSXY
+353.1%
-212.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.2% |
| 7D | 0.0% | -10.7% | +10.7% | +1.2% |
| 30D | -10.3% | -24.3% | +14.0% | -7.4% |
| 3M | +5.1% | +1.0% | +4.0% | +4.4% |
| 6M | +2.3% | +57.4% | -55.1% | -5.7% |
| YTD | +8.7% | +39.8% | -31.1% | +1.3% |
| 1Y | +26.8% | +196.5% | -169.7% | +5.0% |
| All | +141.0% | +353.1% | -212.2% | +86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling