+1,028.1%
PJP vs SPY
+811.1%
+217.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.9% |
| 7D | +1.1% | -0.6% | +1.7% | +1.6% |
| 30D | +6.2% | -3.7% | +9.9% | +9.1% |
| 3M | +4.3% | -2.7% | +7.1% | +6.4% |
| 6M | +24.3% | +2.2% | +22.1% | +21.8% |
| YTD | +25.9% | +10.8% | +15.0% | +16.0% |
| 1Y | +34.0% | +11.2% | +22.8% | +23.2% |
| 3Y | +96.2% | +76.5% | +19.7% | +25.8% |
| 5Y | +69.7% | +72.9% | -3.2% | +8.8% |
| 10Y | +141.9% | +304.8% | -162.9% | -20.4% |
| All | +1,028.1% | +811.1% | +217.0% | +99.0% |
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