+111.8%
PHDG vs SPY
+590.9%
-479.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -1.1% | +0.1% | -1.2% | -1.1% |
| 3M | -3.5% | +2.0% | -5.5% | -4.0% |
| 6M | +9.7% | +13.0% | -3.4% | +5.8% |
| YTD | +11.4% | +13.5% | -2.1% | +7.4% |
| 1Y | +15.5% | +20.0% | -4.4% | +9.6% |
| 3Y | +34.1% | +77.2% | -43.1% | +13.6% |
| 5Y | +21.5% | +81.9% | -60.4% | +1.4% |
| 10Y | +101.9% | +314.1% | -212.2% | +30.3% |
| All | +111.8% | +590.9% | -479.1% | +10.1% |
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