+77.8%
PIE vs SPY
+662.5%
-584.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +6.7% | +0.1% | +6.7% | +6.6% |
| 3M | +4.6% | +2.0% | +2.6% | +3.2% |
| 6M | +28.4% | +13.0% | +15.4% | +15.6% |
| YTD | +45.7% | +13.5% | +32.2% | +30.6% |
| 1Y | +48.2% | +20.0% | +28.2% | +26.5% |
| 3Y | +91.1% | +77.2% | +13.9% | +12.4% |
| 5Y | +49.6% | +81.9% | -32.3% | -15.7% |
| 10Y | +157.3% | +314.1% | -156.8% | -36.7% |
| All | +77.8% | +662.5% | -584.7% | -73.7% |
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