+162.2%
PIE vs SPY
+318.9%
-156.7%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.6% |
| 7D | -1.2% | -2.0% | +0.8% | +0.5% |
| 30D | +2.6% | -1.7% | +4.2% | +4.0% |
| 3M | +9.5% | +4.7% | +4.8% | +5.8% |
| 6M | +27.0% | +12.5% | +14.5% | +16.4% |
| YTD | +42.2% | +11.7% | +30.5% | +31.0% |
| 1Y | +40.9% | +17.5% | +23.4% | +24.9% |
| 3Y | +87.9% | +76.6% | +11.3% | +19.5% |
| 5Y | +46.8% | +82.0% | -35.3% | -9.9% |
| All | +162.2% | +318.9% | -156.7% | -25.0% |
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