-7.6%
PSK vs SPY
+81.8%
-89.4%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -0.2% | +0.5% | -0.7% | -0.3% |
| 30D | -1.5% | -0.9% | -0.6% | -1.2% |
| 3M | -2.3% | +3.9% | -6.2% | -3.6% |
| 6M | -4.5% | +14.5% | -19.1% | -8.7% |
| YTD | -3.0% | +12.9% | -16.0% | -6.9% |
| 1Y | -5.3% | +19.4% | -24.7% | -10.8% |
| 3Y | +9.2% | +78.5% | -69.2% | -11.6% |
| 5Y | -7.6% | +81.8% | -89.4% | -27.4% |
| All | -7.6% | +81.8% | -89.4% | -27.4% |
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