+237.1%
PH vs VSXY
+37.4%
+199.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.6% |
| 7D | -3.1% | -14.0% | +10.9% | -1.1% |
| 30D | -3.2% | -15.9% | +12.7% | -1.1% |
| 3M | +10.6% | +3.4% | +7.2% | +9.4% |
| 6M | -2.1% | +25.9% | -28.0% | -7.8% |
| YTD | +10.2% | +39.5% | -29.3% | +1.7% |
| 1Y | +28.2% | +194.4% | -166.1% | +3.7% |
| 3Y | +134.9% | +281.4% | -146.5% | +69.8% |
| 5Y | +253.6% | +12.8% | +240.9% | +194.0% |
| All | +237.1% | +37.4% | +199.7% | +175.5% |
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 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