-37.6%
PVH vs SPY
+81.0%
-118.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.2% |
| 7D | -5.2% | -0.4% | -4.9% | -4.7% |
| 30D | -21.3% | -1.4% | -20.0% | -19.7% |
| 3M | -14.2% | +3.7% | -17.9% | -18.6% |
| 6M | +6.2% | +13.0% | -6.8% | -11.2% |
| YTD | +2.4% | +12.4% | -10.0% | -13.8% |
| 1Y | -16.6% | +18.5% | -35.2% | -34.9% |
| 3Y | -13.6% | +77.6% | -91.3% | -62.8% |
| 5Y | -37.6% | +81.7% | -119.3% | -73.2% |
| All | -37.6% | +81.0% | -118.6% | -73.2% |
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 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