-82.7%
PHR vs SPY
+74.0%
-156.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.0% |
| 7D | -0.7% | +3.3% | -4.0% | -5.3% |
| 30D | +17.4% | -2.7% | +20.1% | +21.8% |
| 3M | +2.9% | -1.7% | +4.7% | +5.3% |
| 6M | +31.3% | +3.1% | +28.2% | +24.3% |
| YTD | -25.4% | +11.9% | -37.3% | -38.6% |
| 1Y | -45.5% | +12.0% | -57.5% | -55.1% |
| 3Y | -15.6% | +78.2% | -93.8% | -68.1% |
| 5Y | -82.7% | +73.2% | -155.9% | -92.7% |
| All | -82.7% | +74.0% | -156.7% | -92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling