-9.7%
PSUS vs SPY
+6.6%
-16.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.2% |
| 7D | +0.5% | +2.6% | -2.1% | -2.1% |
| 30D | -0.1% | -2.0% | +1.8% | +2.1% |
| 3M | -8.1% | -2.8% | -5.3% | -5.3% |
| 6M | -12.5% | +2.1% | -14.7% | -13.7% |
| All | -9.7% | +6.6% | -16.3% | -14.4% |
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 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