-94.4%
PSFE vs SPY
+130.7%
-225.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +0.8% |
| 7D | +18.9% | -2.7% | +21.6% | +24.5% |
| 30D | +17.0% | -5.4% | +22.4% | +28.6% |
| 3M | -11.2% | -4.1% | -7.1% | -4.3% |
| 6M | -27.9% | +0.7% | -28.6% | -29.6% |
| YTD | -17.4% | +8.7% | -26.1% | -29.7% |
| 1Y | -35.0% | +10.9% | -45.9% | -46.1% |
| 3Y | -36.4% | +75.0% | -111.4% | -77.2% |
| 5Y | -92.5% | +67.8% | -160.3% | -97.0% |
| All | -94.4% | +130.7% | -225.1% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling