+512.3%
PIPR vs SPY
+315.0%
+197.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | -0.5% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +3.6% | -3.3% | +6.9% | +8.3% |
| 3M | -9.3% | -2.4% | -6.9% | -6.2% |
| 6M | -16.1% | +2.6% | -18.6% | -18.9% |
| YTD | -18.4% | +11.2% | -29.7% | -28.9% |
| 1Y | -15.1% | +13.4% | -28.4% | -27.7% |
| 3Y | +104.9% | +79.9% | +25.0% | -2.0% |
| 5Y | +76.2% | +72.2% | +4.0% | -9.9% |
| 10Y | +512.3% | +307.3% | +205.0% | +17.6% |
| All | +512.3% | +315.0% | +197.3% | +17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling