-98.9%
PETZ vs SPY
+252.9%
-351.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.4% | -6.2% | -6.3% |
| 7D | +19.3% | +0.1% | +19.2% | +19.1% |
| 30D | +18.3% | +0.1% | +18.3% | +18.3% |
| 3M | +20.3% | +2.0% | +18.3% | +18.0% |
| 6M | +21.5% | +13.0% | +8.5% | +10.5% |
| YTD | +56.0% | +13.5% | +42.5% | +41.6% |
| 1Y | +38.1% | +20.0% | +18.2% | +20.3% |
| 3Y | +17.4% | +77.2% | -59.8% | -25.9% |
| 5Y | -96.6% | +81.9% | -178.4% | -97.8% |
| All | -98.9% | +252.9% | -351.8% | -99.5% |
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