+68.2%
PSN vs SPY
+194.8%
-126.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -3.0% |
| 7D | -3.5% | -0.9% | -2.6% | -2.8% |
| 30D | +13.4% | -2.4% | +15.7% | +15.5% |
| 3M | +4.8% | -1.2% | +6.0% | +5.7% |
| 6M | +3.8% | +3.3% | +0.5% | +1.6% |
| YTD | -18.2% | +12.3% | -30.5% | -25.1% |
| 1Y | -41.6% | +12.4% | -54.1% | -46.6% |
| 3Y | -19.2% | +78.8% | -98.0% | -49.7% |
| 5Y | +37.3% | +75.2% | -37.8% | -14.0% |
| All | +68.2% | +194.8% | -126.7% | -34.0% |
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