+127.3%
PVAL vs SPY
+97.4%
+29.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -0.1% | +0.1% | -0.2% | -0.2% |
| 3M | +5.7% | +2.0% | +3.7% | +3.9% |
| 6M | +13.3% | +13.0% | +0.3% | +2.6% |
| YTD | +19.5% | +13.5% | +5.9% | +7.7% |
| 1Y | +30.2% | +20.0% | +10.2% | +12.3% |
| 3Y | +87.4% | +77.2% | +10.2% | +16.9% |
| 5Y | +117.6% | +81.9% | +35.7% | +31.8% |
| All | +127.3% | +97.4% | +29.9% | +26.4% |
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