+1,270.4%
PSI vs SPY
+318.9%
+951.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -1.9% |
| 7D | +4.9% | -2.0% | +6.9% | +8.2% |
| 30D | -6.3% | -1.7% | -4.6% | -3.8% |
| 3M | -8.6% | +4.7% | -13.3% | -13.8% |
| 6M | +44.6% | +12.5% | +32.1% | +23.3% |
| YTD | +72.5% | +11.7% | +60.8% | +49.5% |
| 1Y | +105.8% | +17.5% | +88.3% | +66.7% |
| 3Y | +208.7% | +76.6% | +132.1% | +44.7% |
| 5Y | +214.1% | +82.0% | +132.1% | +46.8% |
| All | +1,270.4% | +318.9% | +951.6% | +118.4% |
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