+11,660.7%
PSA vs SPY
+3,091.8%
+8,568.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | -7.7% | +0.1% | -7.8% | -7.8% |
| 3M | -0.6% | +2.0% | -2.6% | -2.3% |
| 6M | -0.9% | +13.0% | -13.9% | -9.6% |
| YTD | +18.7% | +13.5% | +5.1% | +7.8% |
| 1Y | +7.6% | +20.0% | -12.3% | -6.3% |
| 3Y | +23.7% | +77.2% | -53.5% | -20.3% |
| 5Y | +13.7% | +81.9% | -68.2% | -29.0% |
| 10Y | +98.9% | +314.1% | -215.2% | -36.5% |
| All | +11,660.7% | +3,091.8% | +8,568.9% | +1,285.3% |
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 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