+82.5%
PPI vs SPY
+68.5%
+14.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.0% |
| 7D | -1.6% | -2.0% | +0.4% | 0.0% |
| 30D | -2.6% | -1.7% | -0.9% | -1.3% |
| 3M | +1.3% | +4.7% | -3.5% | -2.6% |
| 6M | +0.3% | +12.5% | -12.2% | -9.0% |
| YTD | +13.6% | +11.7% | +1.9% | +3.7% |
| 1Y | +20.3% | +17.5% | +2.9% | +5.6% |
| 3Y | +66.5% | +76.6% | -10.1% | +5.2% |
| All | +82.5% | +68.5% | +14.0% | +15.7% |
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 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