+82.3%
SPYM vs PH
+252.1%
-169.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | +0.6% | +0.4% | +0.2% | +0.4% |
| 30D | -0.9% | -10.8% | +9.9% | +3.7% |
| 3M | +3.9% | +8.5% | -4.5% | -0.1% |
| 6M | +14.5% | +3.9% | +10.6% | +11.6% |
| YTD | +13.0% | +9.4% | +3.6% | +7.4% |
| 1Y | +19.4% | +26.8% | -7.4% | +6.0% |
| 3Y | +78.9% | +140.8% | -61.9% | +15.5% |
| 5Y | +82.3% | +253.8% | -171.5% | -6.8% |
| All | +82.3% | +252.1% | -169.7% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling