+145.3%
PSO vs SPY
+308.5%
-163.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.4% |
| 7D | -1.6% | +3.3% | -4.9% | -3.5% |
| 30D | -1.0% | -2.7% | +1.7% | +0.5% |
| 3M | +7.6% | -1.7% | +9.4% | +8.6% |
| 6M | +17.8% | +3.1% | +14.7% | +15.0% |
| YTD | +25.8% | +11.9% | +13.9% | +16.8% |
| 1Y | +33.5% | +12.0% | +21.5% | +23.8% |
| 3Y | +54.0% | +78.2% | -24.2% | +4.8% |
| 5Y | +123.7% | +73.2% | +50.5% | +53.2% |
| All | +145.3% | +308.5% | -163.2% | -6.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling