+1,193.5%
PPA vs SPY
+826.4%
+367.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +3.6% | +2.6% | +1.0% | +1.2% |
| 30D | +3.6% | -2.0% | +5.6% | +5.4% |
| 3M | -13.1% | -2.8% | -10.4% | -10.9% |
| 6M | -6.0% | +2.1% | -8.1% | -7.9% |
| YTD | +1.7% | +11.5% | -9.7% | -7.9% |
| 1Y | +5.9% | +13.5% | -7.6% | -5.7% |
| 3Y | +88.9% | +77.7% | +11.2% | +10.6% |
| 5Y | +121.3% | +72.6% | +48.7% | +31.4% |
| 10Y | +312.6% | +308.2% | +4.4% | +10.9% |
| All | +1,193.5% | +826.4% | +367.1% | +64.7% |
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