+100.0%
PSTL vs SPY
+197.1%
-97.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +5.2% | -0.6% | +5.8% | +5.4% |
| 30D | -0.2% | -3.7% | +3.5% | +1.2% |
| 3M | +2.1% | -2.7% | +4.9% | +3.1% |
| 6M | -0.3% | +2.2% | -2.5% | -1.3% |
| YTD | +45.6% | +10.8% | +34.8% | +39.8% |
| 1Y | +50.8% | +11.2% | +39.5% | +44.4% |
| 3Y | +96.3% | +76.5% | +19.8% | +55.9% |
| 5Y | +54.2% | +72.9% | -18.8% | +21.4% |
| All | +100.0% | +197.1% | -97.1% | +36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling