+65.3%
PSN vs SPY
+192.7%
-127.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +1.7% | +2.6% | -0.9% | -0.4% |
| 30D | +16.2% | -2.0% | +18.2% | +18.0% |
| 3M | +4.5% | -2.8% | +7.3% | +6.9% |
| 6M | -1.2% | +2.1% | -3.4% | -2.3% |
| YTD | -19.5% | +11.5% | -31.0% | -25.9% |
| 1Y | -41.7% | +13.5% | -55.1% | -47.0% |
| 3Y | -21.2% | +77.7% | -98.9% | -50.7% |
| 5Y | +35.2% | +72.6% | -37.4% | -14.3% |
| All | +65.3% | +192.7% | -127.4% | -34.7% |
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