-46.6%
PESI vs SPY
+3,091.8%
-3,138.4%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +5.9% | +0.1% | +5.8% | +5.9% |
| 3M | +82.6% | +2.0% | +80.6% | +81.3% |
| 6M | +33.1% | +13.0% | +20.1% | +26.0% |
| YTD | +48.5% | +13.5% | +35.0% | +40.6% |
| 1Y | +55.3% | +20.0% | +35.3% | +43.6% |
| 3Y | +49.4% | +77.2% | -27.8% | +17.2% |
| 5Y | +200.6% | +81.9% | +118.8% | +130.4% |
| 10Y | +241.9% | +314.1% | -72.2% | +85.6% |
| All | -46.6% | +3,091.8% | -3,138.4% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling