+1,242.1%
PPA vs SPY
+843.5%
+398.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.1% |
| 7D | -2.8% | +0.1% | -3.0% | -2.9% |
| 30D | -10.0% | +0.1% | -10.0% | -10.0% |
| 3M | -4.7% | +2.0% | -6.7% | -6.5% |
| 6M | -10.0% | +13.0% | -23.0% | -19.5% |
| YTD | +5.6% | +13.5% | -8.0% | -6.0% |
| 1Y | +12.6% | +20.0% | -7.3% | -4.6% |
| 3Y | +97.0% | +77.2% | +19.8% | +15.7% |
| 5Y | +131.1% | +81.9% | +49.2% | +30.7% |
| 10Y | +356.7% | +314.1% | +42.7% | +21.3% |
| All | +1,242.1% | +843.5% | +398.6% | +68.2% |
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