+245.7%
PESI vs SPY
+322.5%
-76.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +2.0% | +2.2% |
| 7D | +0.4% | -0.8% | +1.1% | +0.9% |
| 30D | -3.4% | -1.1% | -2.3% | -2.6% |
| 3M | +91.9% | +3.9% | +88.1% | +87.2% |
| 6M | +41.1% | +13.6% | +27.5% | +29.6% |
| YTD | +49.1% | +12.7% | +36.4% | +38.2% |
| 1Y | +129.2% | +17.5% | +111.7% | +107.3% |
| 3Y | +58.3% | +76.9% | -18.6% | +12.6% |
| 5Y | +195.1% | +83.6% | +111.5% | +103.4% |
| All | +245.7% | +322.5% | -76.8% | +67.9% |
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