+124.6%
PICK vs SPY
+646.9%
-522.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.3% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | +2.9% | +0.1% | +2.8% | +2.8% |
| 3M | -1.6% | +2.0% | -3.6% | -3.4% |
| 6M | +7.1% | +13.0% | -5.9% | -5.8% |
| YTD | +27.8% | +13.5% | +14.2% | +11.9% |
| 1Y | +61.6% | +20.0% | +41.6% | +33.3% |
| 3Y | +75.2% | +77.2% | -2.0% | -7.4% |
| 5Y | +76.4% | +81.9% | -5.5% | -10.3% |
| 10Y | +339.0% | +314.1% | +25.0% | -18.1% |
| All | +124.6% | +646.9% | -522.3% | -79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling