+135.3%
PSX vs SPYG
+98.4%
+36.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | +1.8% | +0.3% | +1.5% | +1.7% |
| 30D | +21.6% | -1.7% | +23.3% | +22.3% |
| 3M | +46.5% | +3.6% | +42.8% | +44.0% |
| 6M | +62.0% | +16.6% | +45.4% | +50.8% |
| YTD | +106.3% | +13.4% | +93.0% | +94.3% |
| 1Y | +103.0% | +19.6% | +83.4% | +84.8% |
| All | +135.3% | +98.4% | +36.9% | +64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling