+51.4%
PHYL vs SPY
+196.6%
-145.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +0.1% | +0.5% | -0.5% | -0.1% |
| 30D | -0.2% | -0.9% | +0.8% | +0.1% |
| 3M | +0.9% | +3.9% | -3.0% | -0.2% |
| 6M | +2.0% | +14.5% | -12.5% | -1.9% |
| YTD | +2.1% | +12.9% | -10.9% | -1.5% |
| 1Y | +3.7% | +19.4% | -15.6% | -1.5% |
| 3Y | +28.2% | +78.5% | -50.2% | +7.2% |
| 5Y | +20.7% | +81.8% | -61.1% | -0.6% |
| All | +51.4% | +196.6% | -145.2% | +4.2% |
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