+18.2%
PSDM vs SPY
+71.7%
-53.5%
-1.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.1% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +0.7% | -3.3% | +4.0% | +0.8% |
| 3M | +0.1% | -2.4% | +2.5% | +0.1% |
| 6M | +0.5% | +2.6% | -2.0% | +0.5% |
| YTD | +1.5% | +11.2% | -9.8% | +1.3% |
| 1Y | +2.3% | +13.4% | -11.1% | +2.0% |
| 3Y | +17.0% | +79.9% | -62.9% | +14.4% |
| All | +18.2% | +71.7% | -53.5% | +15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling