+455.7%
PHO vs SPY
+771.4%
-315.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.9% |
| 7D | +2.1% | +2.6% | -0.5% | -0.6% |
| 30D | +10.7% | -2.0% | +12.7% | +12.8% |
| 3M | +6.2% | -2.8% | +8.9% | +9.1% |
| 6M | +17.5% | +2.1% | +15.4% | +14.3% |
| YTD | +9.2% | +11.5% | -2.2% | -3.4% |
| 1Y | +6.9% | +13.5% | -6.5% | -7.2% |
| 3Y | +46.5% | +77.7% | -31.2% | -22.8% |
| 5Y | +31.9% | +72.6% | -40.7% | -28.7% |
| 10Y | +230.2% | +308.2% | -77.9% | -33.3% |
| All | +455.7% | +771.4% | -315.8% | -54.8% |
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