+199.9%
PSC vs SPY
+306.2%
-106.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | +0.1% | +0.1% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | +0.3% | -3.3% | +3.6% | +3.7% |
| 3M | -2.6% | -2.4% | -0.1% | -0.3% |
| 6M | +5.3% | +2.6% | +2.8% | +2.6% |
| YTD | +18.2% | +11.2% | +7.0% | +6.5% |
| 1Y | +21.5% | +13.4% | +8.1% | +7.5% |
| 3Y | +77.7% | +79.9% | -2.2% | +1.1% |
| 5Y | +44.1% | +72.2% | -28.1% | -14.6% |
| 10Y | +205.8% | +307.3% | -101.6% | -6.0% |
| All | +199.9% | +306.2% | -106.3% | -7.8% |
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