+378.1%
PSX vs SPYG
+424.6%
-46.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.2% |
| 7D | +1.7% | -0.9% | +2.6% | +2.3% |
| 30D | +15.6% | -1.5% | +17.1% | +16.7% |
| 3M | +46.5% | +3.7% | +42.7% | +42.0% |
| 6M | +55.0% | +16.4% | +38.6% | +37.3% |
| YTD | +105.3% | +13.3% | +92.0% | +84.6% |
| 1Y | +101.6% | +17.9% | +83.7% | +75.6% |
| 3Y | +134.1% | +98.3% | +35.8% | +36.0% |
| 5Y | +368.7% | +86.4% | +282.3% | +176.4% |
| All | +378.1% | +424.6% | -46.5% | +11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling