-99.6%
PHUN vs SPY
+318.9%
-418.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.6% |
| 7D | -2.4% | -0.8% | -1.6% | -1.4% |
| 30D | -3.3% | -1.1% | -2.3% | -2.0% |
| 3M | +2.0% | +3.9% | -1.9% | -3.0% |
| 6M | +16.7% | +13.6% | +3.1% | -0.8% |
| YTD | +9.7% | +12.7% | -2.9% | -5.2% |
| 1Y | -24.5% | +17.5% | -42.0% | -37.8% |
| 3Y | -84.3% | +76.9% | -161.2% | -92.1% |
| 5Y | -96.1% | +83.6% | -179.7% | -98.0% |
| All | -99.6% | +318.9% | -418.4% | -99.9% |
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