-82.0%
PEW vs SPY
+62.2%
-144.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | -15.4% | -0.6% | -14.8% | -15.1% |
| 30D | -2.7% | -3.7% | +1.0% | -1.0% |
| 3M | -32.2% | -2.7% | -29.5% | -31.3% |
| 6M | -38.2% | +2.2% | -40.4% | -38.4% |
| YTD | -39.9% | +10.8% | -50.7% | -41.5% |
| 1Y | -59.0% | +11.2% | -70.3% | -60.2% |
| All | -82.0% | +62.2% | -144.2% | -82.9% |
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 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