+14.9%
PSA vs SPYG
+85.2%
-70.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | -1.8% | -0.9% | -0.9% | -1.5% |
| 30D | -8.4% | -1.5% | -6.9% | -7.9% |
| 3M | -7.8% | +3.7% | -11.6% | -9.3% |
| 6M | +0.8% | +16.4% | -15.6% | -5.3% |
| YTD | +16.5% | +13.3% | +3.2% | +10.4% |
| 1Y | +4.7% | +17.9% | -13.2% | -2.5% |
| 3Y | +21.1% | +98.3% | -77.3% | -13.3% |
| All | +14.9% | +85.2% | -70.3% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling