+411.4%
PHO vs SPY
+787.5%
-376.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -3.3% | +0.1% | -3.3% | -3.3% |
| 3M | +6.2% | +2.0% | +4.2% | +3.7% |
| 6M | -1.8% | +13.0% | -14.8% | -14.1% |
| YTD | +0.5% | +13.5% | -13.0% | -12.6% |
| 1Y | -3.1% | +20.0% | -23.1% | -20.7% |
| 3Y | +25.1% | +77.2% | -52.0% | -33.6% |
| 5Y | +21.8% | +81.9% | -60.1% | -37.7% |
| 10Y | +200.2% | +314.1% | -113.9% | -40.0% |
| All | +411.4% | +787.5% | -376.1% | -59.1% |
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