-99.1%
PHUN vs SPY
+72.1%
-171.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.1% |
| 7D | -1.1% | +2.6% | -3.7% | -4.6% |
| 30D | -15.2% | -2.0% | -13.2% | -13.0% |
| 3M | -18.4% | -2.8% | -15.6% | -15.4% |
| 6M | -18.8% | +2.1% | -20.9% | -21.4% |
| YTD | -6.5% | +11.5% | -18.0% | -19.4% |
| 1Y | -22.8% | +13.5% | -36.2% | -34.9% |
| 3Y | -76.5% | +77.7% | -154.2% | -88.7% |
| All | -99.1% | +72.1% | -171.2% | -99.5% |
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