-93.5%
PSIG vs SPY
+41.3%
-134.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -10.3% | -0.4% | -9.9% | -10.2% |
| 30D | +53.9% | -1.4% | +55.3% | +54.7% |
| 3M | -81.6% | +3.7% | -85.3% | -81.5% |
| 6M | -71.2% | +13.0% | -84.2% | -72.4% |
| YTD | -63.4% | +12.4% | -75.8% | -64.9% |
| 1Y | -54.9% | +18.5% | -73.5% | -58.2% |
| All | -93.5% | +41.3% | -134.7% | -94.5% |
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 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