+121.1%
PESI vs SPY
+72.1%
+49.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.1% | -4.1% |
| 7D | +5.9% | +2.6% | +3.3% | +4.0% |
| 30D | +16.2% | -2.0% | +18.2% | +18.3% |
| 3M | -17.1% | -2.8% | -14.4% | -15.1% |
| 6M | +53.4% | +2.1% | +51.3% | +51.7% |
| YTD | +18.2% | +11.5% | +6.7% | +9.9% |
| 1Y | +13.0% | +13.5% | -0.5% | +4.0% |
| 3Y | +93.2% | +77.7% | +15.5% | +42.8% |
| All | +121.1% | +72.1% | +49.0% | +72.8% |
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