+655.9%
PSR vs SPY
+1,274.2%
-618.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -3.3% | +0.1% | -3.3% | -3.3% |
| 3M | +0.9% | +2.0% | -1.1% | -0.9% |
| 6M | +3.9% | +13.0% | -9.1% | -5.6% |
| YTD | +14.7% | +13.5% | +1.2% | +3.6% |
| 1Y | +13.9% | +20.0% | -6.0% | -1.5% |
| 3Y | +30.1% | +77.2% | -47.1% | -17.8% |
| 5Y | +3.4% | +81.9% | -78.5% | -36.4% |
| 10Y | +63.4% | +314.1% | -250.6% | -46.0% |
| All | +655.9% | +1,274.2% | -618.3% | +15.4% |
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