+481.3%
PSL vs SPY
+682.5%
-201.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.8% |
| 7D | +0.1% | -2.7% | +2.8% | +1.8% |
| 30D | +4.7% | -5.4% | +10.1% | +8.4% |
| 3M | -1.0% | -4.1% | +3.1% | +1.6% |
| 6M | +2.1% | +0.7% | +1.4% | +1.1% |
| YTD | +13.5% | +8.7% | +4.8% | +6.6% |
| 1Y | +14.8% | +10.9% | +3.9% | +6.3% |
| 3Y | +41.3% | +75.0% | -33.7% | -4.7% |
| 5Y | +28.5% | +67.8% | -39.3% | -11.6% |
| 10Y | +135.9% | +312.9% | -176.9% | -10.8% |
| All | +481.3% | +682.5% | -201.1% | +39.8% |
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