+127.6%
PIO vs SPY
+595.4%
-467.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.4% | +0.8% | +0.5% |
| 7D | -0.5% | -4.7% | +4.2% | +4.0% |
| 30D | -0.7% | -5.9% | +5.2% | +5.0% |
| 3M | -5.0% | -4.5% | -0.4% | -0.9% |
| 6M | -3.0% | +1.8% | -4.8% | -4.8% |
| YTD | +1.0% | +8.3% | -7.4% | -6.4% |
| 1Y | -1.2% | +9.3% | -10.6% | -9.3% |
| 3Y | +34.8% | +74.9% | -40.0% | -21.3% |
| 5Y | +10.9% | +67.3% | -56.4% | -32.9% |
| 10Y | +140.3% | +311.6% | -171.2% | -40.9% |
| All | +127.6% | +595.4% | -467.8% | -67.3% |
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