+124.2%
PPH vs SPY
+318.9%
-194.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | -5.3% | -2.0% | -3.3% | -4.1% |
| 30D | -2.2% | -1.7% | -0.5% | -1.1% |
| 3M | +4.7% | +4.7% | 0.0% | +1.3% |
| 6M | +4.4% | +12.5% | -8.2% | -3.8% |
| YTD | +7.7% | +11.7% | -4.0% | -0.3% |
| 1Y | +25.6% | +17.5% | +8.1% | +12.4% |
| 3Y | +43.2% | +76.6% | -33.4% | -4.8% |
| 5Y | +63.3% | +82.0% | -18.7% | +4.6% |
| All | +124.2% | +318.9% | -194.7% | -30.1% |
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