+127.3%
PIO vs SPY
+597.5%
-470.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.4% |
| 7D | +0.6% | -2.7% | +3.3% | +3.2% |
| 30D | +0.4% | -5.4% | +5.8% | +5.6% |
| 3M | -4.8% | -4.1% | -0.7% | -1.1% |
| 6M | -4.3% | +0.7% | -5.0% | -5.1% |
| YTD | +0.8% | +8.7% | -7.8% | -6.8% |
| 1Y | -1.1% | +10.9% | -12.0% | -10.4% |
| 3Y | +35.9% | +75.0% | -39.1% | -20.7% |
| 5Y | +10.7% | +67.8% | -57.1% | -33.2% |
| 10Y | +140.0% | +312.9% | -172.9% | -41.1% |
| All | +127.3% | +597.5% | -470.3% | -67.4% |
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