-49.9%
PERI vs SPY
+774.1%
-824.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | -4.0% | +0.1% | -4.1% | -4.1% |
| 30D | -3.2% | +0.1% | -3.3% | -3.2% |
| 3M | +14.5% | +2.0% | +12.5% | +12.6% |
| 6M | +5.3% | +13.0% | -7.7% | -5.0% |
| YTD | -2.8% | +13.5% | -16.4% | -12.7% |
| 1Y | +2.0% | +20.0% | -18.0% | -12.2% |
| 3Y | -72.0% | +77.2% | -149.2% | -82.3% |
| 5Y | -57.2% | +81.9% | -139.0% | -72.7% |
| 10Y | +144.4% | +314.1% | -169.7% | -3.7% |
| All | -49.9% | +774.1% | -824.0% | -87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling