+412.1%
PI vs SPY
+313.4%
+98.6%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -0.8% |
| 7D | +1.5% | +0.1% | +1.4% | +1.3% |
| 30D | +5.6% | +0.1% | +5.6% | +5.7% |
| 3M | +26.7% | +2.0% | +24.7% | +24.2% |
| 6M | +53.1% | +13.0% | +40.1% | +28.4% |
| YTD | -0.8% | +13.5% | -14.4% | -18.2% |
| 1Y | -8.3% | +20.0% | -28.2% | -30.2% |
| 3Y | +153.0% | +77.2% | +75.8% | +10.4% |
| 5Y | +196.5% | +81.9% | +114.6% | +30.5% |
| All | +412.1% | +313.4% | +98.6% | -41.2% |
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