+1,148.9%
PSMT vs SPY
+1,282.9%
-134.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -1.2% |
| 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% | +3.4% |
| YTD | +36.9% | +12.3% | +24.6% | +24.4% |
| 1Y | +45.0% | +12.4% | +32.5% | +31.5% |
| 3Y | +166.5% | +78.8% | +87.7% | +64.8% |
| 5Y | +130.0% | +75.2% | +54.8% | +43.1% |
| 10Y | +107.8% | +311.1% | -203.3% | -36.8% |
| All | +1,148.9% | +1,282.9% | -134.0% | +82.4% |
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