+992.1%
PSNL vs SPY
+77.4%
+914.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -2.9% | -2.3% |
| 7D | -2.7% | +0.5% | -3.2% | -3.9% |
| 30D | +17.2% | -0.9% | +18.2% | +19.6% |
| 3M | +65.3% | +3.9% | +61.5% | +52.4% |
| 6M | +111.7% | +14.5% | +97.2% | +63.0% |
| YTD | +108.5% | +12.9% | +95.6% | +66.9% |
| 1Y | +212.0% | +19.4% | +192.7% | +127.9% |
| All | +992.1% | +77.4% | +914.7% | +176.8% |
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