+1,013.0%
PSI vs SPY
+308.5%
+704.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.6% |
| 7D | +22.9% | +3.3% | +19.6% | +17.1% |
| 30D | -16.1% | -2.7% | -13.4% | -11.1% |
| 3M | -21.1% | -1.7% | -19.4% | -17.5% |
| 6M | -20.3% | +3.1% | -23.4% | -21.4% |
| YTD | +51.0% | +11.9% | +39.1% | +32.7% |
| 1Y | +53.0% | +12.0% | +41.0% | +34.8% |
| 3Y | +184.1% | +78.2% | +106.0% | +33.3% |
| 5Y | +140.8% | +73.2% | +67.6% | +22.0% |
| All | +1,013.0% | +308.5% | +704.5% | +64.3% |
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