-99.1%
PETZ vs SPY
+237.7%
-336.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -3.2% | -2.7% | -0.5% | -1.3% |
| 30D | -11.1% | -5.4% | -5.7% | -7.6% |
| 3M | -21.6% | -4.1% | -17.5% | -19.3% |
| 6M | +21.2% | +0.7% | +20.5% | +20.0% |
| YTD | +31.9% | +8.7% | +23.2% | +23.4% |
| 1Y | +15.4% | +10.9% | +4.5% | +6.2% |
| 3Y | -11.8% | +75.0% | -86.8% | -44.0% |
| 5Y | -98.5% | +67.8% | -166.2% | -99.0% |
| All | -99.1% | +237.7% | -336.8% | -99.6% |
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