+113.1%
PSP vs SPY
+315.0%
-201.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +1.3% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +7.9% | -3.3% | +11.3% | +11.7% |
| 3M | -2.8% | -2.4% | -0.4% | -0.3% |
| 6M | +0.8% | +2.6% | -1.8% | -1.8% |
| YTD | -6.4% | +11.2% | -17.6% | -15.9% |
| 1Y | -2.5% | +13.4% | -15.9% | -14.2% |
| 3Y | +43.5% | +79.9% | -36.4% | -20.8% |
| 5Y | -2.7% | +72.2% | -74.9% | -43.6% |
| 10Y | +113.1% | +307.3% | -194.2% | -43.3% |
| All | +113.1% | +315.0% | -201.9% | -43.3% |
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