+85.0%
PS vs SPY
+7.4%
+77.6%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | -2.2% |
| 7D | -15.7% | -0.9% | -14.8% | -13.9% |
| 30D | -17.9% | -2.4% | -15.5% | -12.7% |
| 3M | +13.1% | -1.2% | +14.3% | +17.5% |
| 6M | -14.1% | +3.3% | -17.4% | -18.1% |
| All | +85.0% | +7.4% | +77.6% | +60.3% |
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