+483.0%
PSL vs SPY
+717.6%
-234.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | -1.3% | +0.1% | -1.5% | -1.4% |
| 30D | -1.3% | +0.1% | -1.4% | -1.4% |
| 3M | +4.5% | +2.0% | +2.5% | +2.8% |
| 6M | +1.3% | +13.0% | -11.7% | -7.0% |
| YTD | +13.8% | +13.5% | +0.3% | +4.1% |
| 1Y | +2.4% | +20.0% | -17.6% | -9.9% |
| 3Y | +33.9% | +77.2% | -43.3% | -10.2% |
| 5Y | +30.6% | +81.9% | -51.3% | -14.7% |
| 10Y | +118.0% | +314.1% | -196.0% | -17.6% |
| All | +483.0% | +717.6% | -234.6% | +36.5% |
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