+138.3%
PERI vs SPY
+318.9%
-180.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.5% |
| 7D | -1.6% | -2.0% | +0.4% | +0.7% |
| 30D | -5.8% | -1.7% | -4.2% | -3.9% |
| 3M | +14.8% | +4.7% | +10.1% | +8.5% |
| 6M | +4.4% | +12.5% | -8.1% | -9.9% |
| YTD | -5.2% | +11.7% | -16.9% | -17.6% |
| 1Y | -1.4% | +17.5% | -18.9% | -19.1% |
| 3Y | -73.5% | +76.6% | -150.1% | -86.8% |
| 5Y | -54.3% | +82.0% | -136.3% | -77.5% |
| All | +138.3% | +318.9% | -180.6% | -52.3% |
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