+13.1%
PSCC vs SPY
+81.0%
-67.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.2% |
| 7D | -5.5% | -0.4% | -5.1% | -5.3% |
| 30D | -4.4% | -1.4% | -3.0% | -3.6% |
| 3M | +4.6% | +3.7% | +0.9% | +2.2% |
| 6M | +5.0% | +13.0% | -8.0% | -2.7% |
| YTD | +13.3% | +12.4% | +0.9% | +5.3% |
| 1Y | +2.9% | +18.5% | -15.6% | -7.6% |
| 3Y | +2.8% | +77.6% | -74.8% | -29.8% |
| 5Y | +13.1% | +81.7% | -68.6% | -25.1% |
| All | +13.1% | +81.0% | -67.9% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling