-17.2%
PIPR vs SPY
+12.3%
-29.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | -0.6% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +3.6% | -3.3% | +6.9% | +8.5% |
| 3M | -9.3% | -2.4% | -6.9% | -6.2% |
| 6M | -16.1% | +2.6% | -18.6% | -19.4% |
| YTD | -18.4% | +11.2% | -29.7% | -30.3% |
| All | -17.2% | +12.3% | -29.5% | -29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling