+500.7%
PIM vs SPY
+3,045.4%
-2,544.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -1.3% | +3.3% | -4.6% | -2.1% |
| 30D | +1.7% | -2.7% | +4.4% | +2.4% |
| 3M | -2.9% | -1.7% | -1.2% | -2.6% |
| 6M | -1.2% | +3.1% | -4.3% | -2.1% |
| YTD | -2.8% | +11.9% | -14.6% | -5.6% |
| 1Y | -3.2% | +12.0% | -15.2% | -6.1% |
| 3Y | +28.1% | +78.2% | -50.1% | +9.8% |
| 5Y | +13.6% | +73.2% | -59.6% | -2.7% |
| 10Y | +48.8% | +309.6% | -260.9% | +1.3% |
| All | +500.7% | +3,045.4% | -2,544.7% | +149.3% |
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