+69.3%
PIPR vs SPY
+74.0%
-4.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.2% |
| 7D | -1.6% | +3.3% | -4.9% | -5.7% |
| 30D | +3.5% | -2.7% | +6.2% | +7.2% |
| 3M | -12.3% | -1.7% | -10.5% | -10.1% |
| 6M | -17.4% | +3.1% | -20.5% | -20.7% |
| YTD | -20.3% | +11.9% | -32.2% | -31.1% |
| 1Y | -19.9% | +12.0% | -31.9% | -30.7% |
| 3Y | +97.8% | +78.2% | +19.6% | -1.4% |
| 5Y | +69.3% | +73.2% | -3.9% | -8.3% |
| All | +69.3% | +74.0% | -4.7% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling