+111.2%
PVAL vs SPY
+72.2%
+39.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +0.8% | -0.6% | +1.4% | +1.2% |
| 30D | +1.7% | -3.7% | +5.4% | +4.7% |
| 3M | +0.8% | -2.7% | +3.6% | +2.9% |
| 6M | +11.7% | +2.2% | +9.5% | +9.6% |
| YTD | +21.3% | +10.8% | +10.5% | +11.5% |
| 1Y | +26.4% | +11.2% | +15.2% | +15.8% |
| 3Y | +95.1% | +76.5% | +18.6% | +22.5% |
| 5Y | +111.2% | +72.9% | +38.2% | +33.0% |
| All | +111.2% | +72.2% | +39.0% | +33.0% |
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