-10.4%
PVH vs SPY
+307.0%
-317.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.2% |
| 7D | +3.8% | +2.6% | +1.2% | -0.3% |
| 30D | +14.4% | -2.0% | +16.4% | +17.6% |
| 3M | +14.4% | -2.8% | +17.1% | +19.0% |
| 6M | +16.3% | +2.1% | +14.2% | +12.1% |
| YTD | +39.5% | +11.5% | +28.0% | +17.3% |
| 1Y | +19.4% | +13.5% | +5.9% | -2.2% |
| 3Y | +23.1% | +77.7% | -54.6% | -49.3% |
| 5Y | -21.7% | +72.6% | -94.3% | -65.2% |
| All | -10.4% | +307.0% | -317.4% | -87.9% |
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