-88.5%
PETS vs SPY
+312.5%
-401.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.4% | -2.5% |
| 7D | -8.6% | -0.4% | -8.2% | -8.3% |
| 30D | -13.2% | -1.4% | -11.8% | -12.2% |
| 3M | 0.0% | +3.7% | -3.7% | -2.8% |
| 6M | -34.0% | +13.0% | -47.0% | -39.7% |
| YTD | -46.6% | +12.4% | -59.0% | -51.0% |
| 1Y | -39.8% | +18.5% | -58.3% | -46.6% |
| 3Y | -84.2% | +77.6% | -161.8% | -89.4% |
| 5Y | -93.3% | +81.7% | -175.0% | -95.6% |
| 10Y | -88.5% | +319.7% | -408.1% | -95.8% |
| All | -88.5% | +312.5% | -401.0% | -95.8% |
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