-25.2%
PWP vs SPY
+18.8%
-44.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.5% |
| 7D | -2.1% | -0.4% | -1.8% | -1.5% |
| 30D | -5.5% | -1.4% | -4.1% | -3.1% |
| 3M | +5.2% | +3.7% | +1.5% | -0.3% |
| 6M | -3.4% | +13.0% | -16.4% | -20.8% |
| YTD | -6.2% | +12.4% | -18.6% | -22.1% |
| 1Y | -25.2% | +18.5% | -43.7% | -44.4% |
| All | -25.2% | +18.8% | -44.0% | -44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling