-44.9%
PSNL vs SPY
+184.3%
-229.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.3% |
| 7D | -0.5% | +2.6% | -3.1% | -4.9% |
| 30D | -1.2% | -2.0% | +0.8% | +1.6% |
| 3M | +8.9% | -2.8% | +11.7% | +13.3% |
| 6M | +145.9% | +2.1% | +143.7% | +137.5% |
| YTD | +97.4% | +11.5% | +85.9% | +67.5% |
| 1Y | +106.7% | +13.5% | +93.2% | +71.3% |
| 3Y | +1,368.2% | +77.7% | +1,290.5% | +513.9% |
| 5Y | -14.6% | +72.6% | -87.2% | -59.3% |
| All | -44.9% | +184.3% | -229.2% | -84.1% |
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 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