-16.5%
PPSI vs SPY
+307.0%
-323.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.1% |
| 7D | -2.2% | +2.6% | -4.8% | -4.3% |
| 30D | -21.6% | -2.0% | -19.6% | -20.1% |
| 3M | -26.5% | -2.8% | -23.7% | -24.6% |
| 6M | -47.4% | +2.1% | -49.5% | -47.8% |
| YTD | -53.1% | +11.5% | -64.6% | -56.2% |
| 1Y | -43.2% | +13.5% | -56.7% | -47.7% |
| 3Y | -51.7% | +77.7% | -129.4% | -66.9% |
| 5Y | -64.5% | +72.6% | -137.1% | -75.2% |
| All | -16.5% | +307.0% | -323.5% | -54.3% |
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 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