+138.9%
PI vs SPY
+74.5%
+64.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -4.4% | -6.3% | -1.5% |
| 7D | -11.8% | -4.7% | -7.0% | -2.3% |
| 30D | -12.5% | -5.9% | -6.6% | -0.3% |
| 3M | -1.4% | -4.5% | +3.1% | +9.2% |
| 6M | +7.4% | +1.8% | +5.6% | +5.7% |
| YTD | -7.4% | +8.3% | -15.8% | -19.7% |
| 1Y | -10.6% | +9.3% | -20.0% | -23.9% |
| All | +138.9% | +74.5% | +64.3% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling