+89.4%
PSEP vs SPY
+188.9%
-99.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | -1.1% | -2.0% | +0.9% | -0.1% |
| 30D | -0.2% | -1.7% | +1.5% | +0.6% |
| 3M | +2.5% | +4.7% | -2.2% | +0.2% |
| 6M | +6.6% | +12.5% | -5.9% | +0.5% |
| YTD | +6.6% | +11.7% | -5.2% | +0.8% |
| 1Y | +9.6% | +17.5% | -7.9% | +1.1% |
| 3Y | +40.9% | +76.6% | -35.7% | +5.9% |
| 5Y | +58.3% | +82.0% | -23.8% | +16.0% |
| All | +89.4% | +188.9% | -99.5% | +7.1% |
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