+2,404.6%
PSI vs SPY
+816.5%
+1,588.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.6% |
| 7D | +10.8% | +2.6% | +8.2% | +7.5% |
| 30D | -15.2% | -2.0% | -13.2% | -11.9% |
| 3M | -24.7% | -2.8% | -21.9% | -20.7% |
| 6M | -24.9% | +2.1% | -27.0% | -24.7% |
| YTD | +44.8% | +11.5% | +33.3% | +31.4% |
| 1Y | +53.4% | +13.5% | +39.9% | +36.5% |
| 3Y | +175.1% | +77.7% | +97.4% | +49.6% |
| 5Y | +130.9% | +72.6% | +58.3% | +35.2% |
| 10Y | +964.9% | +308.2% | +656.7% | +154.7% |
| All | +2,404.6% | +816.5% | +1,588.1% | +149.8% |
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