+89.8%
PHVS vs SPY
+79.8%
+10.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | +5.2% | -2.0% | +7.2% | +6.3% |
| 30D | +9.0% | -1.7% | +10.6% | +9.9% |
| 3M | +19.0% | +4.7% | +14.3% | +16.0% |
| 6M | +44.9% | +12.5% | +32.4% | +36.0% |
| YTD | +35.2% | +11.7% | +23.4% | +27.4% |
| 1Y | +61.3% | +17.5% | +43.9% | +48.7% |
| 3Y | +76.8% | +76.6% | +0.2% | +36.7% |
| 5Y | +89.8% | +82.0% | +7.8% | +44.7% |
| All | +89.8% | +79.8% | +10.1% | +44.7% |
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