+34.7%
PHK vs SPY
+318.9%
-284.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.4% |
| 7D | -1.6% | -2.0% | +0.4% | -0.4% |
| 30D | -4.6% | -1.7% | -2.9% | -3.6% |
| 3M | +1.6% | +4.7% | -3.2% | -1.3% |
| 6M | -3.2% | +12.5% | -15.7% | -9.9% |
| YTD | -1.1% | +11.7% | -12.8% | -7.7% |
| 1Y | +0.2% | +17.5% | -17.3% | -9.4% |
| 3Y | +29.8% | +76.6% | -46.8% | -11.0% |
| 5Y | +21.7% | +82.0% | -60.3% | -19.7% |
| All | +34.7% | +318.9% | -284.1% | -52.3% |
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 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