+281.3%
PPIH vs SPY
+3,059.5%
-2,778.2%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +8.4% | -0.4% | +8.7% | +8.5% |
| 30D | +13.9% | -1.4% | +15.2% | +14.4% |
| 3M | +16.9% | +3.7% | +13.2% | +15.7% |
| 6M | +0.2% | +13.0% | -12.8% | -3.2% |
| YTD | -2.7% | +12.4% | -15.1% | -5.7% |
| 1Y | -4.4% | +18.5% | -22.9% | -8.7% |
| 3Y | +253.9% | +77.6% | +176.3% | +205.3% |
| 5Y | +299.3% | +81.7% | +217.6% | +239.6% |
| 10Y | +281.8% | +319.7% | -37.9% | +154.7% |
| All | +281.3% | +3,059.5% | -2,778.2% | +65.3% |
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 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