-61.7%
PERI vs SPY
+72.4%
-134.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | -0.3% | -0.6% | +0.3% | +0.1% |
| 30D | +28.6% | -3.7% | +32.2% | +33.8% |
| 3M | +16.1% | -2.7% | +18.9% | +19.4% |
| 6M | +3.0% | +2.2% | +0.8% | -0.7% |
| YTD | +18.9% | +10.8% | +8.1% | +3.4% |
| 1Y | +23.1% | +11.2% | +11.9% | +6.7% |
| 3Y | -59.2% | +76.5% | -135.7% | -81.2% |
| All | -61.7% | +72.4% | -134.1% | -80.5% |
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