+53.4%
PESI vs SPY
+2.7%
+50.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.1% | -3.9% |
| 7D | +5.9% | +2.6% | +3.3% | +2.1% |
| 30D | +16.2% | -2.0% | +18.2% | +19.6% |
| 3M | -17.1% | -2.8% | -14.4% | -13.4% |
| 6M | +53.4% | +2.1% | +51.3% | +46.9% |
| All | +53.4% | +2.7% | +50.7% | +46.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling