+458.4%
PI vs SPY
+306.4%
+152.0%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.1% |
| 7D | -6.9% | -0.6% | -6.3% | -5.7% |
| 30D | -9.4% | -3.7% | -5.7% | -3.2% |
| 3M | -2.5% | -2.7% | +0.2% | +2.6% |
| 6M | +12.4% | +2.2% | +10.2% | +10.4% |
| YTD | -1.3% | +10.8% | -12.1% | -14.8% |
| 1Y | +7.0% | +11.2% | -4.2% | -8.1% |
| 3Y | +139.5% | +76.5% | +63.0% | +5.8% |
| 5Y | +134.6% | +72.9% | +61.7% | +11.9% |
| All | +458.4% | +306.4% | +152.0% | -59.0% |
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