+403.9%
PHK vs SPY
+1,189.7%
-785.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -2.4% | +0.1% | -2.5% | -2.5% |
| 3M | +1.8% | +2.0% | -0.2% | +0.3% |
| 6M | -1.3% | +13.0% | -14.3% | -9.2% |
| YTD | +0.5% | +13.5% | -13.1% | -8.0% |
| 1Y | +1.8% | +20.0% | -18.2% | -10.3% |
| 3Y | +31.0% | +77.2% | -46.2% | -13.3% |
| 5Y | +18.3% | +81.9% | -63.6% | -24.7% |
| 10Y | +36.9% | +314.1% | -277.2% | -52.5% |
| All | +403.9% | +1,189.7% | -785.8% | -16.5% |
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