-83.0%
PETS vs SPY
+78.0%
-161.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | 0.0% |
| 7D | +4.2% | +0.1% | +4.1% | +3.8% |
| 30D | -3.1% | -3.3% | +0.2% | +0.2% |
| 3M | -36.9% | -2.4% | -34.5% | -35.4% |
| 6M | -45.2% | +2.6% | -47.7% | -46.7% |
| YTD | -60.9% | +11.2% | -72.2% | -65.2% |
| 1Y | -51.6% | +13.4% | -64.9% | -57.2% |
| 3Y | -83.0% | +79.9% | -162.9% | -91.1% |
| All | -83.0% | +78.0% | -161.0% | -91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling