+86.3%
PPI vs SPY
+70.3%
+15.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.7% |
| 7D | +1.6% | +0.5% | +1.0% | +1.1% |
| 30D | +0.1% | -0.9% | +1.0% | +0.8% |
| 3M | +1.4% | +3.9% | -2.4% | -1.7% |
| 6M | +3.2% | +14.5% | -11.4% | -7.7% |
| YTD | +15.9% | +12.9% | +3.0% | +4.9% |
| 1Y | +25.2% | +19.4% | +5.8% | +8.4% |
| 3Y | +69.9% | +78.5% | -8.6% | +6.4% |
| All | +86.3% | +70.3% | +15.9% | +17.0% |
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