+12.4%
PPSI vs SPY
+81.0%
-68.5%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.5% | +8.0% | +8.2% |
| 7D | +8.7% | -0.4% | +9.0% | +9.2% |
| 30D | +8.7% | -1.4% | +10.0% | +10.7% |
| 3M | -24.9% | +3.7% | -28.6% | -28.1% |
| 6M | -8.2% | +13.0% | -21.2% | -20.4% |
| YTD | -33.6% | +12.4% | -46.0% | -41.8% |
| 1Y | -24.2% | +18.5% | -42.7% | -37.3% |
| 3Y | -27.0% | +77.6% | -104.6% | -62.8% |
| 5Y | +12.4% | +81.7% | -69.2% | -36.1% |
| All | +12.4% | +81.0% | -68.5% | -36.1% |
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