+3.9%
PHAR vs SPY
+81.0%
-77.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.3% |
| 7D | -2.1% | -0.4% | -1.7% | -1.8% |
| 30D | -3.3% | -1.4% | -2.0% | -2.5% |
| 3M | -12.9% | +3.7% | -16.6% | -14.8% |
| 6M | -31.4% | +13.0% | -44.4% | -36.0% |
| YTD | -37.9% | +12.4% | -50.3% | -41.9% |
| 1Y | -26.2% | +18.5% | -44.8% | -32.9% |
| 3Y | -10.4% | +77.6% | -88.1% | -34.9% |
| 5Y | +3.9% | +81.7% | -77.8% | -28.7% |
| All | +3.9% | +81.0% | -77.1% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling