-25.4%
PILL vs SPY
+237.4%
-262.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.1% |
| 7D | +8.0% | +2.6% | +5.4% | +2.3% |
| 30D | +19.8% | -2.0% | +21.8% | +27.1% |
| 3M | -19.5% | -2.8% | -16.7% | -12.9% |
| 6M | +25.9% | +2.1% | +23.8% | +20.8% |
| YTD | +33.6% | +11.5% | +22.1% | +6.9% |
| 1Y | +81.5% | +13.5% | +68.0% | +39.9% |
| 3Y | +252.4% | +77.7% | +174.7% | +2.5% |
| 5Y | -18.9% | +72.6% | -91.5% | -71.7% |
| All | -25.4% | +237.4% | -262.8% | -92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling