+1,026.1%
PSI vs SPY
+309.9%
+716.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.3% | +5.8% | +5.0% |
| 7D | +6.8% | -0.9% | +7.7% | +9.5% |
| 30D | -15.7% | -2.4% | -13.4% | -11.2% |
| 3M | -17.0% | -1.2% | -15.9% | -14.1% |
| 6M | -22.8% | +3.3% | -26.1% | -24.2% |
| YTD | +52.8% | +12.3% | +40.5% | +33.4% |
| 1Y | +56.5% | +12.4% | +44.1% | +37.0% |
| 3Y | +187.5% | +78.8% | +108.7% | +34.1% |
| 5Y | +146.1% | +75.2% | +70.9% | +22.7% |
| All | +1,026.1% | +309.9% | +716.2% | +65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling