+1.1%
PSCE vs SPY
+75.1%
-74.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.1% |
| 7D | -16.4% | -2.7% | -13.7% | -14.4% |
| 30D | -15.1% | -5.4% | -9.7% | -10.7% |
| 3M | -10.4% | -4.1% | -6.3% | -7.1% |
| 6M | -15.9% | +0.7% | -16.6% | -17.3% |
| YTD | +20.2% | +8.7% | +11.6% | +8.6% |
| 1Y | +22.1% | +10.9% | +11.2% | +7.6% |
| 3Y | +1.1% | +75.0% | -73.9% | -47.2% |
| All | +1.1% | +75.1% | -74.0% | -47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling