+263.7%
PSO vs SPY
+1,590.0%
-1,326.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +0.7% | -0.6% | +1.3% | +1.0% |
| 30D | +1.6% | -3.7% | +5.3% | +4.2% |
| 3M | +5.6% | -2.7% | +8.4% | +7.5% |
| 6M | +16.9% | +2.2% | +14.7% | +14.4% |
| YTD | +25.9% | +10.8% | +15.1% | +16.4% |
| 1Y | +35.1% | +11.2% | +23.9% | +24.4% |
| 3Y | +54.2% | +76.5% | -22.3% | +0.5% |
| 5Y | +124.2% | +72.9% | +51.3% | +45.8% |
| 10Y | +145.3% | +304.8% | -159.5% | -16.8% |
| All | +263.7% | +1,590.0% | -1,326.4% | -37.5% |
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