-94.5%
PSFE vs SPY
+139.7%
-234.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -1.8% |
| 7D | +4.8% | +0.5% | +4.3% | +3.8% |
| 30D | -10.9% | -0.9% | -10.0% | -8.9% |
| 3M | -5.1% | +3.9% | -9.0% | -11.9% |
| 6M | -13.6% | +14.5% | -28.2% | -33.1% |
| YTD | -19.4% | +12.9% | -32.3% | -35.7% |
| 1Y | -54.2% | +19.4% | -73.5% | -66.6% |
| 3Y | -48.9% | +78.5% | -127.3% | -82.1% |
| 5Y | -93.9% | +81.8% | -175.7% | -97.8% |
| All | -94.5% | +139.7% | -234.3% | -98.4% |
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