+312.1%
PPIH vs SPY
+82.3%
+229.9%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.4% | +4.7% |
| 7D | +8.9% | -0.8% | +9.7% | +9.5% |
| 30D | +16.2% | -1.1% | +17.3% | +17.1% |
| 3M | +14.9% | +3.9% | +11.0% | +12.1% |
| 6M | +5.4% | +13.6% | -8.3% | -2.7% |
| YTD | +1.8% | +12.7% | -10.9% | -5.2% |
| 1Y | -2.8% | +17.5% | -20.3% | -11.5% |
| 3Y | +263.6% | +76.9% | +186.7% | +192.7% |
| All | +312.1% | +82.3% | +229.9% | +224.3% |
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