+102.3%
PWV vs SPY
+81.0%
+21.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | -1.2% | -0.4% | -0.9% | -1.0% |
| 30D | +1.2% | -1.4% | +2.5% | +2.1% |
| 3M | +8.7% | +3.7% | +5.0% | +5.9% |
| 6M | +19.0% | +13.0% | +6.0% | +9.2% |
| YTD | +24.1% | +12.4% | +11.7% | +14.2% |
| 1Y | +29.7% | +18.5% | +11.1% | +14.9% |
| 3Y | +82.0% | +77.6% | +4.3% | +20.7% |
| 5Y | +102.3% | +81.7% | +20.7% | +29.8% |
| All | +102.3% | +81.0% | +21.4% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling