-93.0%
PSFE vs SPY
+67.4%
-160.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +0.8% |
| 7D | +18.9% | -2.7% | +21.6% | +24.8% |
| 30D | +17.0% | -5.4% | +22.4% | +29.1% |
| 3M | -11.2% | -4.1% | -7.1% | -4.0% |
| 6M | -27.9% | +0.7% | -28.6% | -29.7% |
| YTD | -17.4% | +8.7% | -26.1% | -30.3% |
| 1Y | -35.0% | +10.9% | -45.9% | -46.7% |
| 3Y | -36.4% | +75.0% | -111.4% | -78.8% |
| All | -93.0% | +67.4% | -160.4% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling