-96.8%
PSFE vs SPY
+137.6%
-234.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -43.3% | -0.4% | -42.9% | -42.6% |
| 7D | -41.3% | +3.3% | -44.6% | -44.4% |
| 30D | -32.7% | -2.7% | -30.0% | -29.4% |
| 3M | -43.7% | -1.7% | -41.9% | -41.7% |
| 6M | -55.5% | +3.1% | -58.6% | -58.1% |
| YTD | -52.2% | +11.9% | -64.1% | -61.3% |
| 1Y | -61.9% | +12.0% | -73.9% | -68.8% |
| 3Y | -63.1% | +78.2% | -141.3% | -87.2% |
| 5Y | -92.8% | +73.2% | -166.1% | -97.3% |
| All | -96.8% | +137.6% | -234.3% | -99.0% |
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