+63.4%
PSP vs SPY
+706.7%
-643.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.1% |
| 6M | +6.1% | +13.0% | -6.9% | -8.3% |
| YTD | -4.8% | +13.5% | -18.3% | -18.0% |
| 1Y | -6.6% | +20.0% | -26.5% | -24.8% |
| 3Y | +41.2% | +77.2% | -36.0% | -29.0% |
| 5Y | -0.4% | +81.9% | -82.3% | -51.1% |
| 10Y | +112.5% | +314.1% | -201.6% | -64.1% |
| All | +63.4% | +706.7% | -643.3% | -88.3% |
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 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