+162.9%
PIZ vs SPY
+313.4%
-150.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +0.1% | +0.1% | +0.1% | +0.1% |
| 3M | -3.3% | +2.0% | -5.3% | -4.7% |
| 6M | +2.9% | +13.0% | -10.1% | -6.8% |
| YTD | +11.9% | +13.5% | -1.6% | +1.0% |
| 1Y | +19.8% | +20.0% | -0.1% | +3.2% |
| 3Y | +88.4% | +77.2% | +11.2% | +15.7% |
| 5Y | +41.7% | +81.9% | -40.2% | -15.2% |
| All | +162.9% | +313.4% | -150.6% | -20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling