+5.6%
PII vs SPY
+312.9%
-307.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.3% |
| 7D | +6.2% | -2.7% | +8.9% | +10.1% |
| 30D | +19.5% | -5.4% | +24.9% | +28.6% |
| 3M | -9.0% | -4.1% | -4.9% | -3.8% |
| 6M | -4.0% | +0.7% | -4.7% | -4.6% |
| YTD | +2.9% | +8.7% | -5.8% | -7.6% |
| 1Y | +1.0% | +10.9% | -9.9% | -11.6% |
| 3Y | -21.4% | +75.0% | -96.4% | -62.2% |
| 5Y | -39.5% | +67.8% | -107.3% | -68.9% |
| All | +5.6% | +312.9% | -307.2% | -81.6% |
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