-35.2%
PVH vs SPY
+318.9%
-354.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +2.1% |
| 7D | -4.3% | -2.0% | -2.3% | -1.3% |
| 30D | -18.2% | -1.7% | -16.6% | -16.1% |
| 3M | -11.4% | +4.7% | -16.1% | -17.4% |
| 6M | +10.1% | +12.5% | -2.4% | -8.2% |
| YTD | +3.6% | +11.7% | -8.1% | -12.8% |
| 1Y | -14.9% | +17.5% | -32.4% | -33.6% |
| 3Y | -12.6% | +76.6% | -89.1% | -63.4% |
| 5Y | -35.9% | +82.0% | -117.9% | -73.6% |
| All | -35.2% | +318.9% | -354.1% | -90.5% |
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