-60.3%
PETS vs SPY
+808.0%
-868.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.9% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -8.1% | +0.1% | -8.2% | -8.1% |
| 3M | -0.5% | +2.0% | -2.5% | -1.6% |
| 6M | -33.9% | +13.0% | -47.0% | -38.2% |
| YTD | -43.4% | +13.5% | -57.0% | -47.3% |
| 1Y | -40.5% | +20.0% | -60.4% | -45.9% |
| 3Y | -84.3% | +77.2% | -161.5% | -88.4% |
| 5Y | -92.7% | +81.9% | -174.6% | -94.7% |
| 10Y | -88.0% | +314.1% | -402.0% | -94.2% |
| All | -60.3% | +808.0% | -868.2% | -87.9% |
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