+2,882.7%
PSI vs SPY
+833.4%
+2,049.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.2% | +5.4% |
| 7D | +3.2% | +0.1% | +3.1% | +3.0% |
| 30D | -4.8% | +0.1% | -4.8% | -4.8% |
| 3M | -15.8% | +2.0% | -17.8% | -16.7% |
| 6M | +40.5% | +13.0% | +27.5% | +23.1% |
| YTD | +72.5% | +13.5% | +58.9% | +50.7% |
| 1Y | +116.0% | +20.0% | +96.0% | +77.6% |
| 3Y | +191.4% | +77.2% | +114.2% | +56.7% |
| 5Y | +212.9% | +81.9% | +131.0% | +69.9% |
| 10Y | +1,222.8% | +314.1% | +908.7% | +206.1% |
| All | +2,882.7% | +833.4% | +2,049.3% | +186.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling