+1,013.4%
PJP vs SPY
+833.4%
+180.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.1% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | +3.5% | +0.1% | +3.4% | +3.4% |
| 3M | +17.3% | +2.0% | +15.3% | +15.3% |
| 6M | +20.5% | +13.0% | +7.5% | +9.7% |
| YTD | +24.2% | +13.5% | +10.7% | +12.6% |
| 1Y | +41.4% | +20.0% | +21.4% | +22.9% |
| 3Y | +70.1% | +77.2% | -7.1% | +8.8% |
| 5Y | +64.7% | +81.9% | -17.2% | +1.7% |
| 10Y | +122.3% | +314.1% | -191.7% | -27.9% |
| All | +1,013.4% | +833.4% | +180.0% | +93.1% |
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