-15.7%
PSCE vs SPY
+314.4%
-330.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +2.3% |
| 7D | +1.5% | +0.5% | +1.0% | +0.8% |
| 30D | +12.6% | -0.9% | +13.5% | +13.8% |
| 3M | +7.6% | +3.9% | +3.7% | +2.1% |
| 6M | +15.5% | +14.5% | +1.0% | -3.8% |
| YTD | +51.7% | +12.9% | +38.8% | +28.6% |
| 1Y | +62.3% | +19.4% | +43.0% | +28.2% |
| 3Y | +17.5% | +78.5% | -61.0% | -44.2% |
| 5Y | +115.9% | +81.8% | +34.1% | 0.0% |
| All | -15.7% | +314.4% | -330.1% | -87.6% |
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