-15.4%
PSCE vs SPY
+312.5%
-327.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +1.0% |
| 7D | +0.4% | -0.4% | +0.8% | +0.8% |
| 30D | +7.7% | -1.4% | +9.1% | +9.4% |
| 3M | +10.4% | +3.7% | +6.7% | +4.9% |
| 6M | +14.5% | +13.0% | +1.5% | -3.1% |
| YTD | +52.3% | +12.4% | +39.9% | +29.8% |
| 1Y | +63.4% | +18.5% | +44.8% | +30.1% |
| 3Y | +17.9% | +77.6% | -59.7% | -43.7% |
| 5Y | +114.5% | +81.7% | +32.8% | -0.7% |
| 10Y | -15.4% | +319.7% | -335.0% | -87.5% |
| All | -15.4% | +312.5% | -327.9% | -87.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling