+13.8%
PIM vs SPY
+72.1%
-58.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | -1.9% | +2.6% | -4.5% | -2.4% |
| 30D | +2.8% | -2.0% | +4.8% | +3.1% |
| 3M | -3.3% | -2.8% | -0.5% | -2.8% |
| 6M | -1.5% | +2.1% | -3.7% | -2.0% |
| YTD | -3.1% | +11.5% | -14.6% | -5.3% |
| 1Y | -2.9% | +13.5% | -16.4% | -5.5% |
| 3Y | +28.1% | +77.7% | -49.6% | +13.4% |
| All | +13.8% | +72.1% | -58.3% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling