+109.1%
PSMT vs SPY
+307.0%
-197.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.4% |
| 7D | +1.4% | +2.6% | -1.2% | -0.4% |
| 30D | -2.6% | -2.0% | -0.6% | -1.4% |
| 3M | -8.0% | -2.8% | -5.2% | -6.3% |
| 6M | +4.6% | +2.1% | +2.5% | +2.7% |
| YTD | +35.5% | +11.5% | +24.0% | +24.9% |
| 1Y | +43.1% | +13.5% | +29.6% | +30.3% |
| 3Y | +162.9% | +77.7% | +85.2% | +70.3% |
| 5Y | +128.8% | +72.6% | +56.1% | +50.2% |
| All | +109.1% | +307.0% | -197.9% | -29.4% |
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 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