+111.3%
PSMT vs SPY
+309.9%
-198.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -1.1% |
| 7D | +0.8% | -0.9% | +1.7% | +1.4% |
| 30D | -1.6% | -2.4% | +0.7% | -0.1% |
| 3M | -3.3% | -1.2% | -2.2% | -2.6% |
| 6M | +6.5% | +3.3% | +3.2% | +3.7% |
| YTD | +36.9% | +12.3% | +24.6% | +25.6% |
| 1Y | +45.0% | +12.4% | +32.5% | +32.8% |
| 3Y | +166.5% | +78.8% | +87.7% | +71.9% |
| 5Y | +130.0% | +75.2% | +54.8% | +49.4% |
| All | +111.3% | +309.9% | -198.6% | -29.0% |
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