+129.2%
PESI vs SPY
+18.1%
+111.1%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +2.0% | +1.3% |
| 7D | +0.4% | -0.8% | +1.1% | +1.8% |
| 30D | -3.4% | -1.1% | -2.3% | -1.4% |
| 3M | +91.9% | +3.9% | +88.1% | +78.3% |
| 6M | +41.1% | +13.6% | +27.5% | +9.0% |
| YTD | +49.1% | +12.7% | +36.4% | +18.8% |
| 1Y | +129.2% | +17.5% | +111.7% | +69.2% |
| All | +129.2% | +18.1% | +111.1% | +69.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling