+3,269.7%
PSA vs SPYG
+561.6%
+2,708.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.2% |
| 7D | -0.4% | +1.2% | -1.6% | -1.1% |
| 30D | -8.2% | -1.6% | -6.6% | -7.3% |
| 3M | -2.1% | +3.4% | -5.5% | -4.6% |
| 6M | -0.2% | +18.9% | -19.1% | -10.9% |
| YTD | +18.5% | +13.8% | +4.7% | +8.5% |
| 1Y | +6.6% | +20.6% | -14.0% | -6.2% |
| 3Y | +24.5% | +100.5% | -76.1% | -22.6% |
| 5Y | +13.6% | +84.6% | -71.0% | -27.2% |
| 10Y | +102.0% | +410.8% | -308.8% | -37.8% |
| All | +3,269.7% | +561.6% | +2,708.1% | +450.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling