+1,368.2%
PSNL vs SPY
+78.1%
+1,290.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.2% |
| 7D | -0.5% | +2.6% | -3.1% | -5.5% |
| 30D | -1.2% | -2.0% | +0.8% | +2.0% |
| 3M | +8.9% | -2.8% | +11.7% | +14.0% |
| 6M | +145.9% | +2.1% | +143.7% | +135.1% |
| YTD | +97.4% | +11.5% | +85.9% | +61.6% |
| 1Y | +106.7% | +13.5% | +93.2% | +64.6% |
| 3Y | +1,368.2% | +77.7% | +1,290.5% | +403.3% |
| All | +1,368.2% | +78.1% | +1,290.1% | +403.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling