-92.1%
PETS vs SPY
+304.1%
-396.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.9% |
| 7D | +0.8% | -0.6% | +1.4% | +1.2% |
| 30D | -6.2% | -3.7% | -2.5% | -3.6% |
| 3M | -38.6% | -2.7% | -35.8% | -37.3% |
| 6M | -46.9% | +2.2% | -49.1% | -47.8% |
| YTD | -62.2% | +10.8% | -73.0% | -65.0% |
| 1Y | -53.6% | +11.2% | -64.9% | -56.9% |
| 3Y | -83.1% | +76.5% | -159.6% | -88.6% |
| 5Y | -95.4% | +72.9% | -168.4% | -96.9% |
| 10Y | -92.1% | +304.8% | -397.0% | -97.1% |
| All | -92.1% | +304.1% | -396.2% | -97.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling