+46.6%
PSCE vs SPY
+72.1%
-25.5%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.4% |
| 7D | +7.2% | +2.6% | +4.6% | +4.5% |
| 30D | -8.8% | -2.0% | -6.8% | -7.1% |
| 3M | -10.1% | -2.8% | -7.3% | -7.8% |
| 6M | -10.2% | +2.1% | -12.3% | -12.8% |
| YTD | +28.9% | +11.5% | +17.5% | +13.4% |
| 1Y | +30.2% | +13.5% | +16.7% | +12.2% |
| 3Y | +12.3% | +77.7% | -65.4% | -40.0% |
| All | +46.6% | +72.1% | -25.5% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling