+54.1%
PWP vs SPY
+127.9%
-73.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.6% |
| 7D | -0.4% | +3.3% | -3.7% | -4.3% |
| 30D | -16.5% | -2.7% | -13.8% | -13.4% |
| 3M | -21.7% | -1.7% | -20.0% | -19.6% |
| 6M | -24.4% | +3.1% | -27.5% | -26.9% |
| YTD | -21.4% | +11.9% | -33.3% | -30.9% |
| 1Y | -29.5% | +12.0% | -41.5% | -38.0% |
| 3Y | +36.5% | +78.2% | -41.7% | -25.4% |
| 5Y | +7.4% | +73.2% | -65.8% | -41.5% |
| All | +54.1% | +127.9% | -73.8% | -19.1% |
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