-56.4%
PHR vs SPY
+187.0%
-243.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.0% |
| 7D | -10.0% | +0.1% | -10.1% | -10.1% |
| 30D | -4.8% | +0.1% | -4.8% | -4.8% |
| 3M | +12.9% | +2.0% | +10.9% | +9.8% |
| 6M | -13.4% | +13.0% | -26.4% | -26.9% |
| YTD | -35.3% | +13.5% | -48.9% | -45.7% |
| 1Y | -64.9% | +20.0% | -84.9% | -72.5% |
| 3Y | -63.7% | +77.2% | -140.9% | -82.2% |
| 5Y | -83.7% | +81.9% | -165.6% | -92.0% |
| All | -56.4% | +187.0% | -243.4% | -84.7% |
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 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