+127.7%
PIO vs SPY
+628.8%
-501.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -4.9% | +0.1% | -5.0% | -5.0% |
| 3M | +0.5% | +2.0% | -1.5% | -1.5% |
| 6M | -4.7% | +13.0% | -17.7% | -15.0% |
| YTD | +1.0% | +13.5% | -12.5% | -10.3% |
| 1Y | 0.0% | +20.0% | -20.0% | -15.8% |
| 3Y | +26.5% | +77.2% | -50.7% | -26.9% |
| 5Y | +6.7% | +81.9% | -75.2% | -40.3% |
| 10Y | +122.2% | +314.1% | -191.9% | -45.4% |
| All | +127.7% | +628.8% | -501.2% | -68.6% |
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