-57.5%
PESI vs SPY
+3,034.0%
-3,091.5%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.1% | -4.3% |
| 7D | +5.9% | +2.6% | +3.3% | +4.7% |
| 30D | +16.2% | -2.0% | +18.2% | +17.5% |
| 3M | -17.1% | -2.8% | -14.4% | -15.8% |
| 6M | +53.4% | +2.1% | +51.3% | +52.5% |
| YTD | +18.2% | +11.5% | +6.7% | +13.1% |
| 1Y | +13.0% | +13.5% | -0.5% | +7.4% |
| 3Y | +93.2% | +77.7% | +15.5% | +51.6% |
| 5Y | +135.8% | +72.6% | +63.2% | +85.5% |
| 10Y | +258.6% | +308.2% | -49.6% | +96.3% |
| All | -57.5% | +3,034.0% | -3,091.5% | -94.7% |
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