+17.7%
PSDM vs SPY
+72.0%
-54.4%
-1.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.5% | +2.6% | -3.1% | -0.5% |
| 30D | +0.3% | -2.0% | +2.3% | +0.3% |
| 3M | -0.5% | -2.8% | +2.3% | -0.4% |
| 6M | +0.3% | +2.1% | -1.8% | +0.3% |
| YTD | +1.0% | +11.5% | -10.5% | +0.8% |
| 1Y | +1.8% | +13.5% | -11.6% | +1.6% |
| 3Y | +16.3% | +77.7% | -61.4% | +13.8% |
| All | +17.7% | +72.0% | -54.4% | +15.2% |
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