+400.4%
PUI vs SPY
+834.0%
-433.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.2% |
| 7D | +1.0% | -0.4% | +1.4% | +1.2% |
| 30D | -1.4% | -1.4% | 0.0% | -0.5% |
| 3M | -3.0% | +3.7% | -6.7% | -5.4% |
| 6M | -5.5% | +13.0% | -18.5% | -13.0% |
| YTD | +2.8% | +12.4% | -9.6% | -5.1% |
| 1Y | +5.0% | +18.5% | -13.6% | -6.4% |
| 3Y | +50.8% | +77.6% | -26.8% | +1.5% |
| 5Y | +42.0% | +81.7% | -39.7% | -7.2% |
| 10Y | +123.3% | +319.7% | -196.3% | -17.9% |
| All | +400.4% | +834.0% | -433.6% | +4.2% |
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