+13.6%
PSA vs SPY
+81.8%
-68.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -0.4% | +0.5% | -1.0% | -0.7% |
| 30D | -8.2% | -0.9% | -7.2% | -7.6% |
| 3M | -2.1% | +3.9% | -6.0% | -4.5% |
| 6M | -0.2% | +14.5% | -14.7% | -8.2% |
| YTD | +18.5% | +12.9% | +5.6% | +9.8% |
| 1Y | +6.6% | +19.4% | -12.8% | -4.6% |
| 3Y | +24.5% | +78.5% | -54.0% | -16.1% |
| 5Y | +13.6% | +81.8% | -68.2% | -26.1% |
| All | +13.6% | +81.8% | -68.2% | -26.1% |
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 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