-90.9%
PSNY vs SPY
+75.5%
-166.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.3% |
| 7D | -11.2% | -2.0% | -9.2% | -8.9% |
| 30D | -43.9% | -1.7% | -42.3% | -43.0% |
| 3M | -61.9% | +4.7% | -66.6% | -64.2% |
| 6M | -54.7% | +12.5% | -67.2% | -61.5% |
| YTD | -63.9% | +11.7% | -75.6% | -68.9% |
| 1Y | -73.1% | +17.5% | -90.6% | -78.4% |
| All | -90.9% | +75.5% | -166.4% | -96.1% |
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 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