-62.4%
PSFE vs SPY
+78.1%
-140.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.2% | +4.5% |
| 7D | -39.8% | +2.6% | -42.4% | -42.2% |
| 30D | -27.6% | -2.0% | -25.6% | -25.2% |
| 3M | -49.2% | -2.8% | -46.4% | -46.5% |
| 6M | -57.0% | +2.1% | -59.1% | -58.8% |
| YTD | -50.3% | +11.5% | -61.8% | -59.3% |
| 1Y | -45.4% | +13.5% | -58.8% | -56.7% |
| 3Y | -62.4% | +77.7% | -140.1% | -94.4% |
| All | -62.4% | +78.1% | -140.5% | -94.4% |
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 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