+200.9%
PHO vs SPY
+322.5%
-121.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | -0.2% |
| 7D | -2.9% | -0.8% | -2.2% | -2.2% |
| 30D | -4.9% | -1.1% | -3.9% | -4.0% |
| 3M | +3.4% | +3.9% | -0.5% | -0.4% |
| 6M | +0.4% | +13.6% | -13.2% | -11.2% |
| YTD | -2.4% | +12.7% | -15.1% | -13.0% |
| 1Y | -4.8% | +17.5% | -22.3% | -18.5% |
| 3Y | +26.5% | +76.9% | -50.4% | -27.5% |
| 5Y | +20.2% | +83.6% | -63.4% | -33.8% |
| All | +200.9% | +322.5% | -121.5% | -29.6% |
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