-98.3%
PIII vs SPY
+100.5%
-198.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -8.4% | -2.0% | -6.4% | -7.5% |
| 30D | -32.4% | -1.7% | -30.8% | -31.9% |
| 3M | -38.3% | +4.7% | -43.0% | -40.0% |
| 6M | +129.7% | +12.5% | +117.2% | +109.4% |
| YTD | +139.5% | +11.7% | +127.8% | +119.6% |
| 1Y | -3.7% | +17.5% | -21.2% | -15.2% |
| 3Y | -92.1% | +76.6% | -168.6% | -95.0% |
| 5Y | -98.3% | +82.0% | -180.3% | -98.9% |
| All | -98.3% | +100.5% | -198.8% | -98.9% |
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