+120.5%
PID vs SPY
+311.3%
-190.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.4% |
| 7D | +0.2% | +0.5% | -0.4% | -0.2% |
| 30D | -1.4% | -0.9% | -0.5% | -0.7% |
| 3M | +1.1% | +3.9% | -2.8% | -2.1% |
| 6M | +1.4% | +14.5% | -13.1% | -9.0% |
| YTD | +5.7% | +12.9% | -7.2% | -4.2% |
| 1Y | +11.3% | +19.4% | -8.1% | -3.6% |
| 3Y | +46.1% | +78.5% | -32.4% | -10.3% |
| 5Y | +51.2% | +81.8% | -30.6% | -9.9% |
| 10Y | +120.5% | +311.5% | -191.0% | -38.0% |
| All | +120.5% | +311.3% | -190.8% | -38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling