+21.6%
PHVS vs SPY
+113.7%
-92.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.9% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | +5.5% | +0.1% | +5.4% | +5.4% |
| 3M | +11.4% | +2.0% | +9.5% | +10.2% |
| 6M | +31.5% | +13.0% | +18.5% | +23.0% |
| YTD | +27.0% | +13.5% | +13.5% | +18.5% |
| 1Y | +60.4% | +20.0% | +40.4% | +45.9% |
| 3Y | +65.3% | +77.2% | -11.8% | +25.9% |
| 5Y | +85.4% | +81.9% | +3.5% | +39.6% |
| All | +21.6% | +113.7% | -92.1% | -13.9% |
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 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