+430.3%
PSCC vs SPY
+765.1%
-334.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | -3.9% | +0.1% | -4.0% | -4.0% |
| 30D | -4.5% | +0.1% | -4.5% | -4.5% |
| 3M | +10.4% | +2.0% | +8.4% | +8.6% |
| 6M | +4.9% | +13.0% | -8.1% | -4.1% |
| YTD | +16.6% | +13.5% | +3.1% | +6.1% |
| 1Y | +5.1% | +20.0% | -14.9% | -8.2% |
| 3Y | +2.7% | +77.2% | -74.5% | -33.1% |
| 5Y | +14.9% | +81.9% | -66.9% | -27.3% |
| 10Y | +87.6% | +314.1% | -226.4% | -38.0% |
| All | +430.3% | +765.1% | -334.9% | -2.4% |
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