+967.4%
PSI vs SPY
+307.0%
+660.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.5% |
| 7D | +10.8% | +2.6% | +8.2% | +6.7% |
| 30D | -15.2% | -2.0% | -13.2% | -11.2% |
| 3M | -24.7% | -2.8% | -21.9% | -19.9% |
| 6M | -24.9% | +2.1% | -27.0% | -24.8% |
| YTD | +44.8% | +11.5% | +33.3% | +28.0% |
| 1Y | +53.4% | +13.5% | +39.9% | +32.4% |
| 3Y | +175.1% | +77.7% | +97.4% | +29.6% |
| 5Y | +130.9% | +72.6% | +58.3% | +17.7% |
| All | +967.4% | +307.0% | +660.4% | +58.5% |
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