+32.2%
PULS vs SPY
+230.6%
-198.5%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.1% | +0.1% | -0.1% | +0.1% |
| 30D | +0.3% | +0.1% | +0.3% | +0.3% |
| 3M | +1.0% | +2.0% | -1.0% | +1.0% |
| 6M | +2.0% | +13.0% | -11.0% | +1.9% |
| YTD | +2.8% | +13.5% | -10.8% | +2.6% |
| 1Y | +4.3% | +20.0% | -15.7% | +4.0% |
| 3Y | +17.0% | +77.2% | -60.1% | +15.9% |
| 5Y | +23.5% | +81.9% | -58.4% | +22.3% |
| All | +32.2% | +230.6% | -198.5% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 all: compounded portfolio wealth divided by compounded SPY 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…
all analysis · Full analysis span regression · 6 months rolling