+75.1%
PZA vs SPY
+608.4%
-533.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -2.2% | +0.1% | -2.2% | -2.2% |
| 3M | -3.4% | +2.0% | -5.4% | -3.4% |
| 6M | -2.2% | +13.0% | -15.2% | -2.4% |
| YTD | -0.9% | +13.5% | -14.4% | -1.1% |
| 1Y | +4.2% | +20.0% | -15.7% | +3.9% |
| 3Y | +8.3% | +77.2% | -68.9% | +7.3% |
| 5Y | -3.8% | +81.9% | -85.6% | -4.9% |
| 10Y | +15.0% | +314.1% | -299.1% | +13.8% |
| All | +75.1% | +608.4% | -533.3% | +72.8% |
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 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