+367.0%
PSX vs SPYG
+82.6%
+284.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.6% |
| 7D | +1.5% | -1.8% | +3.3% | +2.2% |
| 30D | +15.8% | -1.9% | +17.8% | +16.6% |
| 3M | +43.0% | +5.2% | +37.9% | +39.7% |
| 6M | +61.1% | +15.6% | +45.5% | +50.4% |
| YTD | +104.5% | +12.4% | +92.1% | +93.0% |
| 1Y | +102.5% | +17.5% | +85.1% | +86.7% |
| 3Y | +133.5% | +98.1% | +35.4% | +69.8% |
| 5Y | +367.0% | +84.9% | +282.0% | +240.0% |
| All | +367.0% | +82.6% | +284.4% | +240.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling