+168.1%
PIZ vs SPY
+627.5%
-459.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.4% | +0.2% | -0.1% |
| 7D | -3.2% | -4.7% | +1.6% | +1.4% |
| 30D | -8.2% | -5.9% | -2.3% | -2.7% |
| 3M | -10.4% | -4.5% | -5.9% | -6.3% |
| 6M | -15.0% | +1.8% | -16.8% | -16.0% |
| YTD | +0.2% | +8.3% | -8.2% | -6.3% |
| 1Y | +2.6% | +9.3% | -6.7% | -4.8% |
| 3Y | +77.6% | +74.9% | +2.7% | +5.4% |
| 5Y | +29.8% | +67.3% | -37.5% | -20.1% |
| 10Y | +157.8% | +311.6% | -153.7% | -34.9% |
| All | +168.1% | +627.5% | -459.4% | -60.6% |
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 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