+86.7%
PICK vs SPY
+614.8%
-528.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.6% |
| 7D | -1.3% | -2.7% | +1.4% | +1.8% |
| 30D | -9.4% | -5.4% | -4.0% | -3.5% |
| 3M | -13.1% | -4.1% | -9.0% | -8.9% |
| 6M | -15.4% | +0.7% | -16.1% | -15.7% |
| YTD | +6.2% | +8.7% | -2.4% | -2.2% |
| 1Y | +22.5% | +10.9% | +11.6% | +10.3% |
| 3Y | +51.3% | +75.0% | -23.7% | -18.9% |
| 5Y | +63.3% | +67.8% | -4.5% | -8.8% |
| 10Y | +241.5% | +312.9% | -71.3% | -36.6% |
| All | +86.7% | +614.8% | -528.1% | -82.0% |
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 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