+119.6%
PSL vs SPY
+312.5%
-192.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.6% |
| 7D | -3.8% | -0.4% | -3.4% | -3.6% |
| 30D | -3.6% | -1.4% | -2.2% | -2.7% |
| 3M | 0.0% | +3.7% | -3.7% | -2.7% |
| 6M | -0.7% | +13.0% | -13.7% | -9.2% |
| YTD | +10.1% | +12.4% | -2.2% | +1.0% |
| 1Y | -0.8% | +18.5% | -19.4% | -12.6% |
| 3Y | +31.4% | +77.6% | -46.2% | -14.8% |
| 5Y | +27.7% | +81.7% | -54.0% | -19.4% |
| 10Y | +119.6% | +319.7% | -200.0% | -28.2% |
| All | +119.6% | +312.5% | -192.9% | -28.2% |
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 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