-96.1%
PHUN vs SPY
+79.8%
-175.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.8% |
| 7D | -3.1% | -2.0% | -1.1% | -0.5% |
| 30D | -4.3% | -1.7% | -2.6% | -2.1% |
| 3M | +3.1% | +4.7% | -1.7% | -3.4% |
| 6M | +15.4% | +12.5% | +2.9% | -1.4% |
| YTD | +9.2% | +11.7% | -2.5% | -5.3% |
| 1Y | -22.3% | +17.5% | -39.8% | -36.4% |
| 3Y | -83.2% | +76.6% | -159.8% | -91.5% |
| 5Y | -96.1% | +82.0% | -178.1% | -97.7% |
| All | -96.1% | +79.8% | -175.9% | -97.7% |
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