+235.4%
PH vs VSXY
+93.0%
+142.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | +4.3% | -1.7% | +6.1% | +4.6% |
| 30D | +0.1% | +20.1% | -20.0% | -2.6% |
| 3M | -9.4% | +16.6% | -26.0% | -11.9% |
| 6M | +8.8% | +134.9% | -126.2% | -6.8% |
| YTD | +9.6% | +96.0% | -86.4% | -4.0% |
| 1Y | +14.4% | +203.8% | -189.3% | -7.2% |
| 3Y | +134.5% | +465.3% | -330.8% | +60.4% |
| 5Y | +204.4% | +106.3% | +98.1% | +138.6% |
| All | +235.4% | +93.0% | +142.3% | +160.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling