+29.8%
PIZ vs SPY
+67.0%
-37.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.4% | +0.2% | -0.1% |
| 7D | -3.2% | -4.7% | +1.6% | +1.3% |
| 30D | -8.2% | -5.9% | -2.3% | -2.8% |
| 3M | -10.4% | -4.5% | -5.9% | -6.4% |
| 6M | -15.0% | +1.8% | -16.8% | -15.9% |
| YTD | +0.2% | +8.3% | -8.2% | -5.9% |
| 1Y | +2.6% | +9.3% | -6.7% | -4.4% |
| 3Y | +77.6% | +74.9% | +2.7% | +9.2% |
| 5Y | +29.8% | +67.3% | -37.5% | -17.6% |
| All | +29.8% | +67.0% | -37.2% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling