-4.6%
PILL vs SPY
+243.6%
-248.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.5% |
| 7D | +0.3% | +0.1% | +0.2% | 0.0% |
| 30D | +3.1% | +0.1% | +3.0% | +2.9% |
| 3M | +73.9% | +2.0% | +71.9% | +64.7% |
| 6M | +73.5% | +13.0% | +60.5% | +32.7% |
| YTD | +71.0% | +13.5% | +57.5% | +29.4% |
| 1Y | +167.6% | +20.0% | +147.6% | +79.6% |
| 3Y | +121.3% | +77.2% | +44.1% | -35.5% |
| 5Y | +13.3% | +81.9% | -68.5% | -65.2% |
| All | -4.6% | +243.6% | -248.2% | -90.9% |
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 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