-34.3%
PSNYW vs SPY
+13.7%
-48.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -3.1% |
| 7D | -22.2% | -2.0% | -20.2% | -23.8% |
| 30D | +47.9% | -1.7% | +49.5% | +44.7% |
| 3M | +50.5% | +4.7% | +45.8% | +56.0% |
| 6M | -1.7% | +12.5% | -14.2% | +15.3% |
| YTD | -35.0% | +11.7% | -46.7% | -23.4% |
| All | -34.3% | +13.7% | -48.0% | +11.1% |
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