-80.1%
PSIG vs SPY
+40.1%
-120.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.0% |
| 7D | +7.1% | +2.6% | +4.5% | +5.8% |
| 30D | +23.6% | -2.0% | +25.6% | +24.7% |
| 3M | +381.4% | -2.8% | +384.2% | +387.2% |
| 6M | -24.3% | +2.1% | -26.5% | -23.6% |
| YTD | +11.5% | +11.5% | 0.0% | +7.4% |
| 1Y | +35.7% | +13.5% | +22.2% | +29.0% |
| All | -80.1% | +40.1% | -120.2% | -83.2% |
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