+128.9%
PI vs SPY
+71.5%
+57.4%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | -2.2% |
| 7D | -6.1% | +0.1% | -6.2% | -6.0% |
| 30D | -7.9% | -3.3% | -4.5% | -1.6% |
| 3M | -4.7% | -2.4% | -2.3% | +0.2% |
| 6M | +14.3% | +2.6% | +11.7% | +11.1% |
| YTD | +0.4% | +11.2% | -10.8% | -15.6% |
| 1Y | +6.8% | +13.4% | -6.6% | -13.4% |
| 3Y | +155.2% | +79.9% | +75.3% | -0.8% |
| 5Y | +128.9% | +72.2% | +56.7% | +17.9% |
| All | +128.9% | +71.5% | +57.4% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling