-89.6%
PW vs SPY
+312.5%
-402.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.3% |
| 7D | -2.5% | -0.4% | -2.1% | -2.2% |
| 30D | -13.7% | -1.4% | -12.4% | -12.8% |
| 3M | -32.4% | +3.7% | -36.1% | -35.0% |
| 6M | -18.3% | +13.0% | -31.3% | -26.6% |
| YTD | -20.1% | +12.4% | -32.5% | -27.9% |
| 1Y | -26.8% | +18.5% | -45.3% | -36.6% |
| 3Y | -60.9% | +77.6% | -138.6% | -76.9% |
| 5Y | -98.4% | +81.7% | -180.1% | -99.1% |
| 10Y | -89.6% | +319.7% | -409.3% | -96.2% |
| All | -89.6% | +312.5% | -402.1% | -96.2% |
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 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