-49.4%
PHR vs SPY
+181.8%
-231.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +1.0% |
| 7D | +0.6% | +2.6% | -2.0% | -2.6% |
| 30D | +19.4% | -2.0% | +21.4% | +22.1% |
| 3M | +0.6% | -2.8% | +3.3% | +3.8% |
| 6M | +38.1% | +2.1% | +35.9% | +33.7% |
| YTD | -25.0% | +11.5% | -36.5% | -35.8% |
| 1Y | -43.7% | +13.5% | -57.1% | -52.8% |
| 3Y | -13.1% | +77.7% | -90.8% | -58.0% |
| 5Y | -82.6% | +72.6% | -155.2% | -91.0% |
| All | -49.4% | +181.8% | -231.2% | -81.9% |
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