+195.1%
PESI vs SPY
+81.0%
+114.1%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.6% |
| 7D | +3.1% | -0.4% | +3.5% | +3.4% |
| 30D | +4.6% | -1.4% | +6.0% | +5.8% |
| 3M | +88.3% | +3.7% | +84.6% | +83.6% |
| 6M | +41.4% | +13.0% | +28.4% | +29.5% |
| YTD | +47.7% | +12.4% | +35.3% | +36.4% |
| 1Y | +85.3% | +18.5% | +66.8% | +65.8% |
| 3Y | +56.7% | +77.6% | -20.9% | +16.2% |
| 5Y | +195.1% | +81.7% | +113.4% | +126.5% |
| All | +195.1% | +81.0% | +114.1% | +126.5% |
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