+416.9%
PPH vs SPY
+779.5%
-362.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.1% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +4.0% | +0.1% | +3.9% | +3.9% |
| 3M | +9.4% | +2.0% | +7.4% | +7.7% |
| 6M | +6.4% | +13.0% | -6.6% | -2.0% |
| YTD | +12.2% | +13.5% | -1.3% | +3.0% |
| 1Y | +31.0% | +20.0% | +11.1% | +16.0% |
| 3Y | +47.5% | +77.2% | -29.6% | -0.1% |
| 5Y | +63.9% | +81.9% | -18.0% | +7.5% |
| 10Y | +134.7% | +314.1% | -179.3% | -10.8% |
| All | +416.9% | +779.5% | -362.6% | +1.5% |
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