+33.0%
PULS vs SPY
+216.4%
-183.5%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | 0.0% | -2.7% | +2.7% | +0.1% |
| 30D | +0.3% | -5.4% | +5.7% | +0.4% |
| 3M | +0.9% | -4.1% | +5.0% | +1.0% |
| 6M | +1.9% | +0.7% | +1.2% | +1.9% |
| YTD | +3.4% | +8.7% | -5.3% | +3.2% |
| 1Y | +4.1% | +10.9% | -6.8% | +4.0% |
| 3Y | +16.6% | +75.0% | -58.4% | +15.5% |
| 5Y | +24.2% | +67.8% | -43.6% | +23.1% |
| All | +33.0% | +216.4% | -183.5% | +29.6% |
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