-97.0%
PSNY vs SPY
+97.7%
-194.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.4% |
| 7D | -26.3% | +0.5% | -26.9% | -27.2% |
| 30D | -37.2% | -0.9% | -36.3% | -36.8% |
| 3M | -54.6% | +3.9% | -58.4% | -57.1% |
| 6M | -46.1% | +14.5% | -60.6% | -55.3% |
| YTD | -58.2% | +12.9% | -71.1% | -64.6% |
| 1Y | -71.1% | +19.4% | -90.5% | -77.3% |
| 3Y | -89.3% | +78.5% | -167.8% | -95.0% |
| 5Y | -97.0% | +81.8% | -178.8% | -98.7% |
| All | -97.0% | +97.7% | -194.8% | -98.7% |
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