+127.5%
PILL vs SPY
+18.1%
+109.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -3.8% |
| 7D | -14.0% | -0.8% | -13.2% | -12.5% |
| 30D | -10.3% | -1.1% | -9.2% | -8.2% |
| 3M | +36.8% | +3.9% | +32.9% | +24.1% |
| 6M | +59.5% | +13.6% | +45.9% | +13.7% |
| YTD | +47.0% | +12.7% | +34.4% | +6.1% |
| 1Y | +127.5% | +17.5% | +110.0% | +45.9% |
| All | +127.5% | +18.1% | +109.4% | +45.9% |
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 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