+726.5%
PIPR vs SPY
+896.3%
-169.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -2.3% |
| 7D | +3.3% | -2.7% | +6.0% | +7.9% |
| 30D | +3.3% | -5.4% | +8.7% | +12.9% |
| 3M | -11.2% | -4.1% | -7.1% | -5.0% |
| 6M | -17.8% | +0.7% | -18.5% | -18.9% |
| YTD | -20.5% | +8.7% | -29.2% | -30.5% |
| 1Y | -17.6% | +10.9% | -28.5% | -30.2% |
| 3Y | +94.0% | +75.0% | +19.0% | -20.0% |
| 5Y | +71.5% | +67.8% | +3.7% | -25.1% |
| 10Y | +561.8% | +312.9% | +248.9% | -38.7% |
| All | +726.5% | +896.3% | -169.9% | -77.2% |
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