+18.1%
PSDM vs SPY
+75.2%
-57.1%
-1.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +0.1% | +0.1% | 0.0% | +0.1% |
| 3M | +0.5% | +2.0% | -1.5% | +0.5% |
| 6M | +0.8% | +13.0% | -12.2% | +0.5% |
| YTD | +1.4% | +13.5% | -12.1% | +1.2% |
| 1Y | +3.0% | +20.0% | -17.0% | +2.7% |
| 3Y | +17.5% | +77.2% | -59.7% | +15.0% |
| All | +18.1% | +75.2% | -57.1% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling