+340.2%
PHI vs SPY
+3,059.5%
-2,719.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -0.4% | -0.4% | -0.1% | -0.2% |
| 30D | -4.9% | -1.4% | -3.5% | -4.2% |
| 3M | +5.1% | +3.7% | +1.4% | +2.9% |
| 6M | -12.9% | +13.0% | -25.9% | -18.8% |
| YTD | -10.6% | +12.4% | -23.0% | -16.6% |
| 1Y | -0.2% | +18.5% | -18.7% | -9.8% |
| 3Y | +2.5% | +77.6% | -75.1% | -27.2% |
| 5Y | -13.3% | +81.7% | -95.0% | -40.1% |
| 10Y | -14.2% | +319.7% | -333.9% | -65.1% |
| All | +340.2% | +3,059.5% | -2,719.3% | -55.2% |
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