+82.3%
SPYM vs PSA
+10.8%
+71.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | +0.2% |
| 7D | -0.4% | -2.2% | +1.9% | +0.3% |
| 30D | -1.4% | -9.6% | +8.2% | +1.5% |
| 3M | +3.7% | -7.9% | +11.6% | +6.0% |
| 6M | +13.0% | -2.0% | +15.0% | +13.0% |
| YTD | +12.5% | +15.7% | -3.3% | +6.5% |
| 1Y | +18.6% | +5.8% | +12.8% | +15.4% |
| 3Y | +78.0% | +21.6% | +56.5% | +61.0% |
| 5Y | +82.3% | +13.1% | +69.2% | +71.3% |
| All | +82.3% | +10.8% | +71.5% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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