+495.5%
PSL vs SPY
+698.0%
-202.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +3.1% | -0.6% | +3.7% | +3.4% |
| 30D | +5.0% | -3.7% | +8.7% | +7.5% |
| 3M | +1.8% | -2.7% | +4.5% | +3.4% |
| 6M | +4.3% | +2.2% | +2.2% | +2.3% |
| YTD | +16.2% | +10.8% | +5.4% | +7.8% |
| 1Y | +16.7% | +11.2% | +5.5% | +7.9% |
| 3Y | +45.5% | +76.5% | -31.0% | -2.4% |
| 5Y | +33.8% | +72.9% | -39.1% | -9.7% |
| 10Y | +144.3% | +304.8% | -160.5% | -6.4% |
| All | +495.5% | +698.0% | -202.6% | +41.4% |
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 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