+36.6%
PINE vs SPY
+168.0%
-131.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.9% |
| 7D | +1.1% | +2.6% | -1.5% | -0.6% |
| 30D | -4.8% | -2.0% | -2.8% | -3.6% |
| 3M | -13.2% | -2.8% | -10.4% | -11.7% |
| 6M | -8.2% | +2.1% | -10.4% | -9.9% |
| YTD | +5.4% | +11.5% | -6.1% | -2.6% |
| 1Y | +9.2% | +13.5% | -4.2% | -0.4% |
| 3Y | +36.5% | +77.7% | -41.2% | -11.6% |
| 5Y | +24.5% | +72.6% | -48.1% | -18.2% |
| All | +36.6% | +168.0% | -131.4% | -37.0% |
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