+128.6%
PPA vs SPY
+81.0%
+47.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.2% |
| 7D | -1.4% | -0.4% | -1.0% | -1.1% |
| 30D | -12.3% | -1.4% | -11.0% | -11.4% |
| 3M | -6.0% | +3.7% | -9.7% | -8.7% |
| 6M | -10.8% | +13.0% | -23.8% | -19.0% |
| YTD | +3.1% | +12.4% | -9.3% | -6.0% |
| 1Y | +10.3% | +18.5% | -8.2% | -3.4% |
| 3Y | +99.3% | +77.6% | +21.6% | +27.5% |
| 5Y | +128.6% | +81.7% | +46.9% | +41.9% |
| All | +128.6% | +81.0% | +47.6% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling