+22.8%
PSCE vs SPY
+13.0%
+9.9%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.7% | +2.8% |
| 7D | +1.9% | -0.9% | +2.8% | +2.0% |
| 30D | -12.2% | -2.4% | -9.8% | -11.8% |
| 3M | -11.6% | -1.2% | -10.5% | -11.4% |
| 6M | -12.6% | +3.3% | -15.9% | -12.5% |
| YTD | +26.0% | +12.3% | +13.7% | +26.0% |
| 1Y | +22.8% | +12.4% | +10.4% | +23.0% |
| All | +22.8% | +13.0% | +9.9% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling