+314.6%
SPYM vs PH
+804.8%
-490.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.1% |
| 7D | -2.0% | -3.1% | +1.2% | -0.7% |
| 30D | -1.6% | -11.8% | +10.2% | +3.5% |
| 3M | +4.7% | +6.9% | -2.2% | +1.4% |
| 6M | +12.6% | -1.3% | +13.8% | +12.1% |
| YTD | +11.8% | +7.0% | +4.8% | +7.4% |
| 1Y | +17.5% | +23.1% | -5.6% | +5.9% |
| 3Y | +77.0% | +135.4% | -58.4% | +17.6% |
| 5Y | +82.6% | +250.3% | -167.7% | -0.2% |
| All | +314.6% | +804.8% | -490.2% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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