+97.5%
PHDG vs SPY
+318.9%
-221.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -2.2% | -2.0% | -0.2% | -1.6% |
| 30D | -1.9% | -1.7% | -0.3% | -1.5% |
| 3M | -2.1% | +4.7% | -6.9% | -3.3% |
| 6M | +5.9% | +12.5% | -6.6% | +2.7% |
| YTD | +9.7% | +11.7% | -2.0% | +6.6% |
| 1Y | +12.9% | +17.5% | -4.5% | +8.3% |
| 3Y | +33.7% | +76.6% | -42.9% | +15.5% |
| 5Y | +21.3% | +82.0% | -60.8% | +3.2% |
| All | +97.5% | +318.9% | -221.4% | +31.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling