-20.0%
PHAR vs SPY
+17.2%
-37.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.9% |
| 7D | -5.7% | -2.0% | -3.7% | -3.8% |
| 30D | -11.7% | -1.7% | -10.0% | -10.1% |
| 3M | -12.0% | +4.7% | -16.7% | -16.6% |
| 6M | -35.2% | +12.5% | -47.7% | -43.6% |
| YTD | -38.9% | +11.7% | -50.6% | -46.3% |
| 1Y | -20.0% | +17.5% | -37.5% | -33.8% |
| All | -20.0% | +17.2% | -37.3% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling