+250.4%
PHYS vs SPY
+831.7%
-581.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +4.6% | +0.1% | +4.5% | +4.6% |
| 3M | -0.6% | +2.0% | -2.6% | -0.7% |
| 6M | -14.2% | +13.0% | -27.2% | -14.7% |
| YTD | +1.8% | +13.5% | -11.8% | +1.2% |
| 1Y | +23.2% | +20.0% | +3.2% | +22.3% |
| 3Y | +121.6% | +77.2% | +44.4% | +117.6% |
| 5Y | +132.5% | +81.9% | +50.6% | +127.4% |
| 10Y | +205.7% | +314.1% | -108.3% | +206.2% |
| All | +250.4% | +831.7% | -581.3% | +248.8% |
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