+27.1%
PJIO vs SPY
+67.0%
-39.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +1.2% |
| 7D | +2.8% | +0.5% | +2.3% | +2.2% |
| 30D | -0.5% | -0.9% | +0.5% | +0.6% |
| 3M | -1.1% | +3.9% | -5.0% | -4.8% |
| 6M | +8.8% | +14.5% | -5.8% | -4.5% |
| YTD | +3.6% | +12.9% | -9.3% | -7.6% |
| 1Y | +0.8% | +19.4% | -18.5% | -14.5% |
| All | +27.1% | +67.0% | -39.9% | -24.4% |
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