+107.2%
PSK vs SPY
+872.8%
-765.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -1.8% | +0.1% | -1.8% | -1.8% |
| 3M | -2.8% | +2.0% | -4.8% | -3.4% |
| 6M | -5.2% | +13.0% | -18.2% | -8.7% |
| YTD | -3.0% | +13.5% | -16.6% | -6.9% |
| 1Y | -4.0% | +20.0% | -23.9% | -9.4% |
| 3Y | +8.7% | +77.2% | -68.5% | -9.7% |
| 5Y | -7.8% | +81.9% | -89.7% | -24.7% |
| 10Y | +17.8% | +314.1% | -296.3% | -25.1% |
| All | +107.2% | +872.8% | -765.5% | +2.6% |
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