-51.0%
PVL vs SPY
+684.8%
-735.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.6% | +2.5% |
| 7D | +1.7% | +3.3% | -1.6% | -0.1% |
| 30D | +1.4% | -2.7% | +4.1% | +2.7% |
| 3M | +6.8% | -1.7% | +8.6% | +7.5% |
| 6M | -4.0% | +3.1% | -7.1% | -6.2% |
| YTD | +9.0% | +11.9% | -2.9% | +1.3% |
| 1Y | +9.7% | +12.0% | -2.3% | +2.0% |
| 3Y | +8.5% | +78.2% | -69.6% | -24.3% |
| 5Y | +35.7% | +73.2% | -37.5% | -4.9% |
| 10Y | +96.8% | +309.6% | -212.8% | -13.9% |
| All | -51.0% | +684.8% | -735.8% | -86.7% |
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