+83.6%
PIZ vs SPY
+79.4%
+4.2%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.7% |
| 7D | -0.4% | -0.9% | +0.5% | +0.5% |
| 30D | -0.9% | -2.4% | +1.4% | +1.4% |
| 3M | -5.8% | -1.2% | -4.7% | -4.6% |
| 6M | -13.5% | +3.3% | -16.8% | -15.7% |
| YTD | +4.1% | +12.3% | -8.2% | -5.6% |
| 1Y | +5.8% | +12.4% | -6.7% | -4.2% |
| All | +83.6% | +79.4% | +4.2% | +5.8% |
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