-39.7%
PICS vs SPY
+11.2%
-50.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.2% |
| 7D | +14.0% | +0.1% | +13.9% | +13.7% |
| 30D | -14.3% | +0.1% | -14.3% | -14.2% |
| 3M | +25.1% | +2.0% | +23.1% | +18.6% |
| 6M | -25.4% | +13.0% | -38.5% | -47.0% |
| All | -39.7% | +11.2% | -50.9% | -54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling