-26.5%
PSNL vs SPY
+81.0%
-107.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.2% |
| 7D | -2.0% | -0.4% | -1.6% | -1.2% |
| 30D | +13.1% | -1.4% | +14.5% | +16.6% |
| 3M | +68.2% | +3.7% | +64.5% | +54.7% |
| 6M | +101.0% | +13.0% | +88.0% | +56.1% |
| YTD | +106.0% | +12.4% | +93.6% | +63.6% |
| 1Y | +204.3% | +18.5% | +185.7% | +118.6% |
| 3Y | +989.7% | +77.6% | +912.1% | +218.6% |
| 5Y | -26.5% | +81.7% | -108.2% | -77.1% |
| All | -26.5% | +81.0% | -107.5% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling