+73.4%
PSFJ vs SPY
+88.7%
-15.2%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | 0.0% |
| 7D | +1.7% | +2.6% | -0.9% | +0.2% |
| 30D | -1.1% | -2.0% | +0.9% | 0.0% |
| 3M | -0.9% | -2.8% | +1.9% | +0.7% |
| 6M | +2.9% | +2.1% | +0.7% | +1.5% |
| YTD | +7.8% | +11.5% | -3.7% | +1.1% |
| 1Y | +9.7% | +13.5% | -3.7% | +1.9% |
| 3Y | +50.5% | +77.7% | -27.2% | +7.8% |
| 5Y | +66.1% | +72.6% | -6.5% | +19.5% |
| All | +73.4% | +88.7% | -15.2% | +18.0% |
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