-91.5%
PIII vs SPY
+78.7%
-170.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.4% | -3.9% |
| 7D | +1.0% | +0.5% | +0.5% | +1.0% |
| 30D | -22.5% | -0.9% | -21.5% | -22.4% |
| 3M | -26.7% | +3.9% | -30.6% | -27.1% |
| 6M | +302.7% | +14.5% | +288.2% | +276.0% |
| YTD | +157.3% | +12.9% | +144.4% | +142.0% |
| 1Y | +2.3% | +19.4% | -17.1% | -7.1% |
| 3Y | -91.5% | +78.5% | -169.9% | -93.5% |
| All | -91.5% | +78.7% | -170.2% | -93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling