+134.6%
PH vs VSXY
+446.9%
-312.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.2% | -0.9% |
| 7D | +7.4% | -1.6% | +8.9% | +7.6% |
| 30D | +0.5% | +17.8% | -17.3% | -1.7% |
| 3M | -10.2% | +12.5% | -22.7% | -12.0% |
| 6M | +8.9% | +124.7% | -115.8% | -4.6% |
| YTD | +9.7% | +93.2% | -83.5% | -2.4% |
| 1Y | +12.8% | +195.6% | -182.8% | -6.4% |
| All | +134.6% | +446.9% | -312.3% | +67.7% |
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