+310.6%
PPA vs SPY
+308.5%
+2.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.3% |
| 7D | +5.7% | +3.3% | +2.4% | +2.7% |
| 30D | +4.1% | -2.7% | +6.8% | +6.7% |
| 3M | -13.3% | -1.7% | -11.5% | -11.9% |
| 6M | -5.6% | +3.1% | -8.7% | -8.3% |
| YTD | +2.3% | +11.9% | -9.6% | -7.8% |
| 1Y | +3.9% | +12.0% | -8.1% | -6.4% |
| 3Y | +91.5% | +78.2% | +13.3% | +11.2% |
| 5Y | +122.4% | +73.2% | +49.2% | +31.5% |
| All | +310.6% | +308.5% | +2.1% | +7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling