+126.4%
PVAL vs SPY
+88.9%
+37.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.6% |
| 7D | -1.6% | -2.7% | +1.1% | +0.5% |
| 30D | +0.8% | -5.4% | +6.2% | +5.2% |
| 3M | -0.3% | -4.1% | +3.8% | +2.9% |
| 6M | +9.1% | +0.7% | +8.3% | +8.2% |
| YTD | +19.0% | +8.7% | +10.3% | +11.0% |
| 1Y | +26.0% | +10.9% | +15.1% | +15.6% |
| 3Y | +91.0% | +75.0% | +16.0% | +20.1% |
| 5Y | +105.8% | +67.8% | +38.0% | +33.4% |
| All | +126.4% | +88.9% | +37.5% | +30.2% |
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 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