+82.0%
PIT vs SPY
+75.1%
+6.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -6.1% | -2.7% | -3.4% | -5.9% |
| 30D | -3.6% | -5.4% | +1.8% | -3.1% |
| 3M | +8.6% | -4.1% | +12.7% | +9.0% |
| 6M | +6.3% | +0.7% | +5.6% | +5.9% |
| YTD | +50.0% | +8.7% | +41.3% | +47.7% |
| 1Y | +55.1% | +10.9% | +44.2% | +51.8% |
| 3Y | +82.0% | +75.0% | +7.0% | +60.0% |
| All | +82.0% | +75.1% | +6.9% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling