-56.8%
PERI vs SPY
+81.0%
-137.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -0.7% |
| 7D | -6.1% | -0.4% | -5.7% | -5.7% |
| 30D | -10.0% | -1.4% | -8.6% | -8.4% |
| 3M | +12.6% | +3.7% | +8.9% | +7.5% |
| 6M | +1.3% | +13.0% | -11.7% | -13.5% |
| YTD | -7.8% | +12.4% | -20.2% | -20.9% |
| 1Y | -2.9% | +18.5% | -21.4% | -21.9% |
| 3Y | -74.2% | +77.6% | -151.9% | -88.2% |
| 5Y | -56.8% | +81.7% | -138.5% | -79.5% |
| All | -56.8% | +81.0% | -137.8% | -79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling