+65.8%
PSN vs SPY
+193.8%
-127.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | -0.9% | +3.3% | -4.2% | -3.5% |
| 30D | +13.9% | -2.7% | +16.6% | +16.4% |
| 3M | +3.3% | -1.7% | +5.0% | +4.7% |
| 6M | -5.4% | +3.1% | -8.5% | -7.1% |
| YTD | -19.3% | +11.9% | -31.2% | -25.9% |
| 1Y | -42.3% | +12.0% | -54.3% | -47.1% |
| 3Y | -20.3% | +78.2% | -98.5% | -50.3% |
| 5Y | +35.6% | +73.2% | -37.6% | -14.3% |
| All | +65.8% | +193.8% | -127.9% | -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 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