+20.3%
PSA vs SPYG
+96.8%
-76.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -3.6% | -1.8% | -1.8% | -3.3% |
| 30D | -9.4% | -1.9% | -7.5% | -9.0% |
| 3M | -8.2% | +5.2% | -13.3% | -9.3% |
| 6M | -1.8% | +15.6% | -17.4% | -5.6% |
| YTD | +15.7% | +12.4% | +3.3% | +11.9% |
| 1Y | +6.3% | +17.5% | -11.2% | +1.5% |
| All | +20.3% | +96.8% | -76.5% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 3y: compounded portfolio wealth divided by compounded SPYG 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…
3y analysis · Full analysis span regression · 6 months rolling