-91.6%
PSIG vs SPY
+40.4%
-132.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +28.3% | -0.6% | +28.9% | +28.6% |
| 7D | +22.5% | -2.0% | +24.4% | +23.6% |
| 30D | +97.4% | -1.7% | +99.1% | +98.5% |
| 3M | -77.0% | +4.7% | -81.7% | -77.0% |
| 6M | -60.8% | +12.5% | -73.3% | -62.4% |
| YTD | -53.1% | +11.7% | -64.8% | -54.8% |
| 1Y | -42.4% | +17.5% | -59.9% | -46.3% |
| All | -91.6% | +40.4% | -132.0% | -92.9% |
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