-60.9%
PICS vs SPY
+9.2%
-70.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.4% | +7.0% | +7.4% |
| 7D | +8.2% | +2.6% | +5.6% | +2.2% |
| 30D | -43.9% | -2.0% | -41.9% | -41.8% |
| 3M | -35.0% | -2.8% | -32.2% | -30.4% |
| 6M | -37.5% | +2.1% | -39.6% | -41.5% |
| All | -60.9% | +9.2% | -70.1% | -69.5% |
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