+213.0%
PID vs SPY
+816.2%
-603.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | -0.5% | +0.1% | -0.5% | -0.5% |
| 3M | +0.1% | +2.0% | -1.8% | -2.0% |
| 6M | +0.6% | +13.0% | -12.4% | -10.7% |
| YTD | +6.6% | +13.5% | -7.0% | -5.9% |
| 1Y | +12.5% | +20.0% | -7.5% | -5.8% |
| 3Y | +44.4% | +77.2% | -32.8% | -18.4% |
| 5Y | +50.5% | +81.9% | -31.4% | -18.9% |
| 10Y | +125.0% | +314.1% | -189.1% | -48.1% |
| All | +213.0% | +816.2% | -603.2% | -66.9% |
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