+173.4%
PPH vs SPY
+307.0%
-133.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +3.2% | +2.6% | +0.6% | +1.5% |
| 30D | +9.4% | -2.0% | +11.4% | +10.7% |
| 3M | +10.3% | -2.8% | +13.1% | +12.2% |
| 6M | +21.2% | +2.1% | +19.1% | +18.9% |
| YTD | +20.9% | +11.5% | +9.5% | +12.0% |
| 1Y | +25.9% | +13.5% | +12.4% | +15.2% |
| 3Y | +70.5% | +77.7% | -7.2% | +13.0% |
| 5Y | +77.8% | +72.6% | +5.2% | +18.9% |
| All | +173.4% | +307.0% | -133.7% | -7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling