+302.5%
PSX vs SPYG
+67.3%
+235.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | +7.8% | +2.3% | +5.5% | +6.9% |
| 30D | -10.9% | -6.5% | -4.4% | -8.8% |
| 3M | +14.5% | -6.8% | +21.3% | +17.2% |
| 6M | +56.1% | -3.1% | +59.3% | +56.7% |
| YTD | +109.6% | +8.0% | +101.6% | +100.0% |
| 1Y | +95.5% | +10.2% | +85.3% | +84.6% |
| 3Y | +156.2% | +91.0% | +65.2% | +86.9% |
| All | +302.5% | +67.3% | +235.3% | +197.8% |
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 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