+228.0%
PSI vs SPY
+81.8%
+146.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.5% | +3.9% |
| 7D | +9.4% | +0.5% | +8.9% | +8.2% |
| 30D | -5.7% | -0.9% | -4.7% | -4.0% |
| 3M | -8.2% | +3.9% | -12.1% | -13.1% |
| 6M | +56.9% | +14.5% | +42.4% | +26.5% |
| YTD | +77.5% | +12.9% | +64.6% | +47.3% |
| 1Y | +115.8% | +19.4% | +96.4% | +64.3% |
| 3Y | +217.6% | +78.5% | +139.2% | +31.8% |
| 5Y | +228.0% | +81.8% | +146.2% | +43.1% |
| All | +228.0% | +81.8% | +146.2% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling