+89.7%
PIT vs SPY
+106.0%
-16.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.0% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -5.7% | -3.3% | -2.4% | -5.3% |
| 3M | +7.8% | -2.4% | +10.2% | +8.1% |
| 6M | +4.9% | +2.6% | +2.3% | +4.3% |
| YTD | +48.9% | +11.2% | +37.7% | +45.7% |
| 1Y | +53.6% | +13.4% | +40.2% | +49.6% |
| 3Y | +87.2% | +79.9% | +7.3% | +59.9% |
| All | +89.7% | +106.0% | -16.4% | +55.9% |
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