+108.8%
PHYS vs SPY
+72.2%
+36.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.6% |
| 7D | +2.6% | -0.6% | +3.2% | +2.7% |
| 30D | -3.9% | -3.7% | -0.2% | -3.2% |
| 3M | -8.4% | -2.7% | -5.6% | -7.9% |
| 6M | -14.9% | +2.2% | -17.1% | -15.1% |
| YTD | -7.7% | +10.8% | -18.6% | -9.0% |
| 1Y | -2.6% | +11.2% | -13.8% | -3.9% |
| 3Y | +101.3% | +76.5% | +24.8% | +88.3% |
| 5Y | +108.8% | +72.9% | +35.9% | +91.7% |
| All | +108.8% | +72.2% | +36.6% | +91.7% |
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