-65.4%
PW vs SPY
+3,015.5%
-3,080.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.1% | +2.9% |
| 7D | +3.1% | -0.6% | +3.7% | +3.2% |
| 30D | +1.4% | -3.7% | +5.1% | +2.3% |
| 3M | -13.5% | -2.7% | -10.7% | -12.9% |
| 6M | +11.9% | +2.2% | +9.7% | +11.0% |
| YTD | -19.9% | +10.8% | -30.7% | -22.1% |
| 1Y | +8.5% | +11.2% | -2.8% | +5.3% |
| 3Y | +2.2% | +76.5% | -74.3% | -12.1% |
| 5Y | -98.8% | +72.9% | -171.7% | -98.9% |
| 10Y | -90.6% | +304.8% | -395.5% | -92.6% |
| All | -65.4% | +3,015.5% | -3,080.9% | -78.0% |
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