+296.3%
PPIH vs SPY
+322.5%
-26.2%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.4% | +4.9% |
| 7D | +8.9% | -0.8% | +9.7% | +9.3% |
| 30D | +16.2% | -1.1% | +17.3% | +16.7% |
| 3M | +14.9% | +3.9% | +11.0% | +13.2% |
| 6M | +5.4% | +13.6% | -8.3% | +0.5% |
| YTD | +1.8% | +12.7% | -10.9% | -2.4% |
| 1Y | -2.8% | +17.5% | -20.3% | -8.1% |
| 3Y | +263.6% | +76.9% | +186.7% | +213.2% |
| 5Y | +318.3% | +83.6% | +234.7% | +255.6% |
| All | +296.3% | +322.5% | -26.2% | +190.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling