+444.2%
PSCC vs SPY
+728.0%
-283.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.7% | -1.6% |
| 7D | +2.7% | -2.7% | +5.4% | +4.6% |
| 30D | +9.8% | -5.4% | +15.2% | +13.9% |
| 3M | -0.4% | -4.1% | +3.7% | +2.3% |
| 6M | +11.8% | +0.7% | +11.0% | +10.5% |
| YTD | +19.7% | +8.7% | +11.0% | +12.0% |
| 1Y | +18.1% | +10.9% | +7.3% | +8.9% |
| 3Y | +13.6% | +75.0% | -61.4% | -25.5% |
| 5Y | +9.3% | +67.8% | -58.5% | -26.9% |
| 10Y | +112.6% | +312.9% | -200.2% | -30.1% |
| All | +444.2% | +728.0% | -283.8% | +3.0% |
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