-60.4%
PONY vs SPY
+25.3%
-85.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +5.6% |
| 7D | +2.4% | -2.7% | +5.1% | +8.6% |
| 30D | -21.7% | -5.4% | -16.4% | -11.4% |
| 3M | -38.9% | -4.1% | -34.9% | -32.8% |
| 6M | -53.7% | +0.7% | -54.5% | -54.1% |
| YTD | -67.2% | +8.7% | -75.9% | -72.1% |
| 1Y | -67.9% | +10.9% | -78.8% | -73.6% |
| All | -60.4% | +25.3% | -85.7% | -77.7% |
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