-40.4%
PHG vs SPY
+81.0%
-121.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.6% |
| 7D | -5.1% | -0.4% | -4.8% | -4.8% |
| 30D | -7.1% | -1.4% | -5.8% | -6.0% |
| 3M | -5.6% | +3.7% | -9.3% | -8.9% |
| 6M | -11.6% | +13.0% | -24.6% | -21.3% |
| YTD | -4.0% | +12.4% | -16.4% | -14.0% |
| 1Y | -7.6% | +18.5% | -26.2% | -21.3% |
| 3Y | +29.9% | +77.6% | -47.7% | -26.5% |
| 5Y | -40.4% | +81.7% | -122.1% | -68.3% |
| All | -40.4% | +81.0% | -121.4% | -68.3% |
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