+39.4%
PSP vs SPY
+75.1%
-35.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.7% |
| 7D | -0.1% | -2.7% | +2.6% | +2.9% |
| 30D | +5.5% | -5.4% | +10.9% | +11.8% |
| 3M | -5.3% | -4.1% | -1.2% | -1.0% |
| 6M | -3.1% | +0.7% | -3.8% | -3.9% |
| YTD | -9.8% | +8.7% | -18.5% | -17.4% |
| 1Y | -5.8% | +10.9% | -16.7% | -15.5% |
| 3Y | +39.4% | +75.0% | -35.6% | -24.7% |
| All | +39.4% | +75.1% | -35.6% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling