+86.7%
PSCC vs SPY
+311.3%
-224.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.0% |
| 7D | -3.8% | +0.5% | -4.4% | -4.2% |
| 30D | -4.7% | -0.9% | -3.8% | -4.2% |
| 3M | +7.1% | +3.9% | +3.2% | +4.3% |
| 6M | +6.0% | +14.5% | -8.6% | -3.4% |
| YTD | +15.0% | +12.9% | +2.1% | +5.7% |
| 1Y | +3.9% | +19.4% | -15.5% | -8.1% |
| 3Y | +4.4% | +78.5% | -74.1% | -30.6% |
| 5Y | +13.6% | +81.8% | -68.1% | -26.1% |
| 10Y | +86.7% | +311.5% | -224.8% | -36.9% |
| All | +86.7% | +311.3% | -224.6% | -36.9% |
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