-48.3%
PSIG vs SPY
+20.8%
-69.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +3.3% | +0.1% | +3.2% | +3.3% |
| 30D | +56.3% | +0.1% | +56.3% | +56.0% |
| 3M | -78.5% | +2.0% | -80.5% | -78.3% |
| 6M | -71.7% | +13.0% | -84.7% | -72.2% |
| YTD | -61.9% | +13.5% | -75.4% | -62.6% |
| 1Y | -48.3% | +20.0% | -68.3% | -57.5% |
| All | -48.3% | +20.8% | -69.2% | -57.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling