+109.8%
PSCC vs SPY
+315.0%
-205.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +0.3% |
| 7D | +1.2% | +0.1% | +1.2% | +1.1% |
| 30D | +10.3% | -3.3% | +13.6% | +12.5% |
| 3M | +0.9% | -2.4% | +3.4% | +2.3% |
| 6M | +14.3% | +2.6% | +11.7% | +11.8% |
| YTD | +21.8% | +11.2% | +10.6% | +12.9% |
| 1Y | +19.8% | +13.4% | +6.4% | +9.6% |
| 3Y | +18.1% | +79.9% | -61.8% | -21.9% |
| 5Y | +11.9% | +72.2% | -60.3% | -24.5% |
| 10Y | +109.8% | +307.3% | -197.5% | -26.8% |
| All | +109.8% | +315.0% | -205.2% | -26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling