-4.2%
PIII vs SPY
+18.8%
-23.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.8% | -6.9% |
| 7D | -10.5% | -0.4% | -10.2% | -11.0% |
| 30D | -34.4% | -1.4% | -33.0% | -35.8% |
| 3M | -32.9% | +3.7% | -36.6% | -28.1% |
| 6M | +191.9% | +13.0% | +178.9% | +196.7% |
| YTD | +141.3% | +12.4% | +128.9% | +143.7% |
| 1Y | -4.2% | +18.5% | -22.7% | +24.2% |
| All | -4.2% | +18.8% | -23.0% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling