+147.5%
PSO vs SPY
+307.0%
-159.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +0.7% | +2.6% | -1.9% | -0.9% |
| 30D | +0.5% | -2.0% | +2.4% | +1.5% |
| 3M | +7.7% | -2.8% | +10.5% | +9.4% |
| 6M | +19.3% | +2.1% | +17.2% | +17.2% |
| YTD | +27.0% | +11.5% | +15.5% | +18.1% |
| 1Y | +34.0% | +13.5% | +20.6% | +23.3% |
| 3Y | +56.5% | +77.7% | -21.2% | +6.7% |
| 5Y | +125.8% | +72.6% | +53.2% | +54.9% |
| All | +147.5% | +307.0% | -159.5% | -5.0% |
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