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  • PIT vs SPY✓SelectedUSD · SPYPIT vs SPY performance historyLatest closeAs of-0.73%11/09
Stock and ETF performance explorer

PIT vs SPY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+89.7%
SPY return
+106.0%
Excess return
-16.4%
Maximum drawdown
-17.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSPYExcessAlpha
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