+41.5%
PSP vs SPY
+77.4%
-35.9%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.2% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -0.9% | +0.1% | -0.9% | -0.9% |
| 3M | +7.6% | +2.0% | +5.6% | +5.4% |
| 6M | +6.1% | +13.0% | -6.9% | -6.9% |
| YTD | -4.8% | +13.5% | -18.3% | -16.7% |
| 1Y | -6.6% | +20.0% | -26.5% | -23.0% |
| All | +41.5% | +77.4% | -35.9% | -25.8% |
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