+34.5%
PSN vs SPY
+81.8%
-47.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.4% |
| 7D | +2.6% | +0.5% | +2.1% | +2.2% |
| 30D | +0.1% | -0.9% | +1.0% | +0.8% |
| 3M | -17.7% | +3.9% | -21.6% | -19.5% |
| 6M | -27.0% | +14.5% | -41.5% | -33.3% |
| YTD | -23.0% | +12.9% | -35.9% | -29.0% |
| 1Y | -36.5% | +19.4% | -55.9% | -43.6% |
| 3Y | -13.3% | +78.5% | -91.8% | -41.8% |
| 5Y | +34.5% | +81.8% | -47.2% | -12.2% |
| All | +34.5% | +81.8% | -47.2% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling