+352.0%
PPA vs SPY
+318.9%
+33.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.2% |
| 7D | -3.0% | -2.0% | -1.0% | -1.1% |
| 30D | -12.7% | -1.7% | -11.1% | -11.3% |
| 3M | -4.1% | +4.7% | -8.8% | -8.1% |
| 6M | -10.0% | +12.5% | -22.5% | -19.2% |
| YTD | +2.7% | +11.7% | -9.0% | -7.2% |
| 1Y | +8.5% | +17.5% | -9.0% | -6.4% |
| 3Y | +98.5% | +76.6% | +21.9% | +16.3% |
| 5Y | +129.4% | +82.0% | +47.3% | +28.8% |
| All | +352.0% | +318.9% | +33.1% | +12.3% |
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