-24.6%
PHAR vs SPY
+121.1%
-145.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.5% |
| 7D | +2.5% | +2.6% | -0.1% | +1.1% |
| 30D | +30.7% | -2.0% | +32.7% | +32.0% |
| 3M | +2.0% | -2.8% | +4.8% | +3.6% |
| 6M | -2.9% | +2.1% | -5.0% | -4.2% |
| YTD | -28.7% | +11.5% | -40.2% | -33.0% |
| 1Y | -28.5% | +13.5% | -42.0% | -33.4% |
| 3Y | +15.6% | +77.7% | -62.1% | -15.8% |
| 5Y | +39.2% | +72.6% | -33.4% | +1.1% |
| All | -24.6% | +121.1% | -145.7% | -52.2% |
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