+71.2%
PSN vs SPY
+192.1%
-120.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.4% | +2.9% | +3.3% |
| 7D | -2.8% | +0.1% | -2.8% | -2.8% |
| 30D | +14.2% | -3.3% | +17.5% | +17.3% |
| 3M | +8.3% | -2.4% | +10.7% | +10.4% |
| 6M | +4.7% | +2.6% | +2.1% | +3.2% |
| YTD | -16.7% | +11.2% | -27.9% | -23.1% |
| 1Y | -40.1% | +13.4% | -53.5% | -45.5% |
| 3Y | -16.8% | +79.9% | -96.7% | -48.5% |
| 5Y | +39.7% | +72.2% | -32.5% | -11.2% |
| All | +71.2% | +192.1% | -120.8% | -32.3% |
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