-3.4%
PPSI vs SPY
+499.2%
-502.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.7% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | -5.2% | +0.1% | -5.3% | -5.2% |
| 3M | -41.0% | +2.0% | -43.0% | -41.5% |
| 6M | -21.9% | +13.0% | -34.9% | -27.6% |
| YTD | -38.9% | +13.5% | -52.4% | -43.4% |
| 1Y | -21.3% | +20.0% | -41.2% | -29.5% |
| 3Y | -42.3% | +77.2% | -119.5% | -58.9% |
| 5Y | -1.3% | +81.9% | -83.2% | -30.1% |
| 10Y | -0.7% | +314.1% | -314.7% | -46.1% |
| All | -3.4% | +499.2% | -502.6% | -51.2% |
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