+39.2%
PSP vs SPY
+78.1%
-38.9%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | +1.5% | +2.6% | -1.1% | -1.2% |
| 30D | +7.9% | -2.0% | +9.9% | +10.1% |
| 3M | -7.5% | -2.8% | -4.8% | -4.8% |
| 6M | +1.3% | +2.1% | -0.8% | -1.0% |
| YTD | -8.4% | +11.5% | -19.9% | -18.4% |
| 1Y | -3.6% | +13.5% | -17.1% | -15.7% |
| 3Y | +39.2% | +77.7% | -38.5% | -28.3% |
| All | +39.2% | +78.1% | -38.9% | -28.3% |
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 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