-32.8%
PHAR vs SPY
+125.2%
-158.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -4.0% | +0.1% | -4.1% | -4.1% |
| 30D | +5.2% | +0.1% | +5.1% | +5.2% |
| 3M | -9.9% | +2.0% | -11.9% | -11.1% |
| 6M | -30.8% | +13.0% | -43.8% | -35.4% |
| YTD | -36.4% | +13.5% | -50.0% | -40.8% |
| 1Y | -24.5% | +20.0% | -44.4% | -31.7% |
| 3Y | -5.1% | +77.2% | -82.3% | -30.8% |
| 5Y | +1.6% | +81.9% | -80.3% | -28.8% |
| All | -32.8% | +125.2% | -158.0% | -57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling