-97.4%
PSNY vs SPY
+82.3%
-179.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +0.5% |
| 7D | -14.9% | -0.8% | -14.1% | -13.9% |
| 30D | -42.9% | -1.1% | -41.8% | -42.3% |
| 3M | -61.0% | +3.9% | -64.9% | -63.1% |
| 6M | -51.6% | +13.6% | -65.2% | -59.6% |
| YTD | -63.3% | +12.7% | -76.0% | -68.9% |
| 1Y | -72.9% | +17.5% | -90.4% | -78.4% |
| 3Y | -90.8% | +76.9% | -167.7% | -95.8% |
| All | -97.4% | +82.3% | -179.7% | -98.8% |
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 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