+30.8%
PVAL vs SPY
+14.6%
+16.2%
-7.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.6% | +1.1% |
| 7D | +2.4% | -0.7% | +3.2% | +2.9% |
| 30D | +4.9% | -1.0% | +5.9% | +5.5% |
| 3M | +3.0% | -0.3% | +3.4% | +3.2% |
| 6M | +14.1% | +7.3% | +6.7% | +8.2% |
| YTD | +23.0% | +13.3% | +9.7% | +12.0% |
| 1Y | +30.8% | +14.8% | +16.1% | +18.2% |
| All | +30.8% | +14.6% | +16.2% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling