+73.2%
PJUN vs SPY
+209.6%
-136.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +0.4% | +0.5% | -0.2% | +0.1% |
| 30D | -0.2% | -0.9% | +0.8% | +0.2% |
| 3M | +2.6% | +3.9% | -1.3% | +0.8% |
| 6M | +5.0% | +14.5% | -9.6% | -1.5% |
| YTD | +5.1% | +12.9% | -7.9% | -0.8% |
| 1Y | +8.0% | +19.4% | -11.4% | -0.7% |
| 3Y | +38.1% | +78.5% | -40.4% | +5.0% |
| 5Y | +39.4% | +81.8% | -42.4% | +3.9% |
| All | +73.2% | +209.6% | -136.5% | -3.2% |
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