-42.7%
PSNL vs SPY
+184.9%
-227.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.6% |
| 7D | -3.0% | -2.0% | -1.0% | +0.5% |
| 30D | +16.5% | -1.7% | +18.1% | +19.8% |
| 3M | +69.9% | +4.7% | +65.2% | +57.1% |
| 6M | +96.5% | +12.5% | +84.0% | +64.2% |
| YTD | +105.2% | +11.7% | +93.4% | +75.0% |
| 1Y | +203.0% | +17.5% | +185.5% | +141.2% |
| 3Y | +985.0% | +76.6% | +908.5% | +366.8% |
| 5Y | -24.3% | +82.0% | -106.4% | -65.8% |
| All | -42.7% | +184.9% | -227.6% | -83.4% |
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