+11.5%
PSQA vs SPY
+41.3%
-29.8%
-1.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | +0.2% | +0.5% | -0.3% | +0.2% |
| 30D | +0.5% | -0.9% | +1.5% | +0.5% |
| 3M | +1.4% | +3.9% | -2.4% | +1.4% |
| 6M | +2.9% | +14.5% | -11.6% | +2.6% |
| YTD | +3.6% | +12.9% | -9.4% | +3.3% |
| 1Y | +5.4% | +19.4% | -14.0% | +5.1% |
| All | +11.5% | +41.3% | -29.8% | +11.0% |
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