+510.6%
PIM vs SPY
+2,954.7%
-2,444.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +1.0% | -2.7% | +3.7% | +1.6% |
| 30D | +3.8% | -5.4% | +9.2% | +5.2% |
| 3M | +0.2% | -4.1% | +4.3% | +1.2% |
| 6M | +0.4% | +0.7% | -0.3% | +0.1% |
| YTD | -1.1% | +8.7% | -9.8% | -3.4% |
| 1Y | -0.7% | +10.9% | -11.6% | -3.5% |
| 3Y | +29.4% | +75.0% | -45.6% | +11.3% |
| 5Y | +15.5% | +67.8% | -52.3% | -0.3% |
| 10Y | +52.6% | +312.9% | -260.2% | +3.8% |
| All | +510.6% | +2,954.7% | -2,444.1% | +155.3% |
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