-33.5%
PII vs SPY
+72.9%
-106.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.4% | +4.1% | +3.5% |
| 7D | +7.3% | +0.1% | +7.2% | +7.4% |
| 30D | +30.1% | -3.3% | +33.4% | +35.9% |
| 3M | -5.2% | -2.4% | -2.8% | -2.1% |
| 6M | +0.4% | +2.6% | -2.2% | -2.3% |
| YTD | +9.6% | +11.2% | -1.7% | -3.6% |
| 1Y | +6.7% | +13.4% | -6.7% | -8.2% |
| 3Y | -12.3% | +79.9% | -92.2% | -56.6% |
| All | -33.5% | +72.9% | -106.3% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling