+89.1%
PSEP vs SPY
+186.6%
-97.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | -0.4% | -0.6% | +0.1% | -0.2% |
| 30D | -1.8% | -3.7% | +1.8% | -0.1% |
| 3M | -0.3% | -2.7% | +2.4% | +1.0% |
| 6M | +2.4% | +2.2% | +0.2% | +1.1% |
| YTD | +6.4% | +10.8% | -4.4% | +1.0% |
| 1Y | +7.5% | +11.2% | -3.8% | +1.8% |
| 3Y | +40.6% | +76.5% | -35.9% | +5.7% |
| 5Y | +54.7% | +72.9% | -18.2% | +16.2% |
| All | +89.1% | +186.6% | -97.5% | +7.3% |
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