-51.1%
PVL vs SPY
+696.4%
-747.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | +8.6% | +0.1% | +8.5% | +8.5% |
| 3M | +1.2% | +2.0% | -0.7% | -0.1% |
| 6M | +16.7% | +13.0% | +3.7% | +8.4% |
| YTD | +8.9% | +13.5% | -4.7% | +0.7% |
| 1Y | +2.8% | +20.0% | -17.2% | -8.0% |
| 3Y | -9.8% | +77.2% | -86.9% | -36.6% |
| 5Y | +68.3% | +81.9% | -13.6% | +14.8% |
| 10Y | +104.3% | +314.1% | -209.8% | -11.0% |
| All | -51.1% | +696.4% | -747.4% | -86.8% |
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