+96.9%
PSX vs SPYG
+10.8%
+86.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -4.0% |
| 7D | -5.2% | -2.8% | -2.4% | -6.1% |
| 30D | -3.7% | -6.2% | +2.4% | -6.1% |
| 3M | +26.8% | -3.6% | +30.4% | +25.2% |
| 6M | +47.3% | +4.8% | +42.5% | +50.5% |
| YTD | +105.4% | +11.0% | +94.4% | +116.1% |
| 1Y | +96.9% | +11.2% | +85.7% | +107.8% |
| All | +96.9% | +10.8% | +86.1% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling