+55.4%
PIE vs SPY
+648.7%
-593.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +6.3% | +2.6% | +3.8% | +3.9% |
| 30D | -13.9% | -2.0% | -11.9% | -12.0% |
| 3M | -10.3% | -2.8% | -7.5% | -7.5% |
| 6M | -5.1% | +2.1% | -7.3% | -6.0% |
| YTD | +27.3% | +11.5% | +15.8% | +16.6% |
| 1Y | +24.9% | +13.5% | +11.4% | +12.6% |
| 3Y | +72.6% | +77.7% | -5.1% | +1.8% |
| 5Y | +31.6% | +72.6% | -41.0% | -21.7% |
| 10Y | +150.1% | +308.2% | -158.1% | -37.4% |
| All | +55.4% | +648.7% | -593.3% | -76.5% |
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 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