+21.9%
PINE vs SPY
+72.1%
-50.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.8% |
| 7D | +1.1% | +2.6% | -1.5% | +0.1% |
| 30D | -4.8% | -2.0% | -2.8% | -4.1% |
| 3M | -13.2% | -2.8% | -10.4% | -12.3% |
| 6M | -8.2% | +2.1% | -10.4% | -9.2% |
| YTD | +5.4% | +11.5% | -6.1% | +0.5% |
| 1Y | +9.2% | +13.5% | -4.2% | +3.3% |
| 3Y | +36.5% | +77.7% | -41.2% | +4.9% |
| All | +21.9% | +72.1% | -50.2% | -4.2% |
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