-49.6%
PSFE vs SPY
+77.4%
-127.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.5% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -16.4% | +0.1% | -16.5% | -16.2% |
| 3M | -7.2% | +2.0% | -9.2% | -10.5% |
| 6M | -9.4% | +13.0% | -22.5% | -27.8% |
| YTD | -17.1% | +13.5% | -30.6% | -34.2% |
| 1Y | -50.1% | +20.0% | -70.1% | -63.7% |
| All | -49.6% | +77.4% | -127.0% | -85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling