+79.8%
PSCF vs SPY
+307.0%
-227.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +0.5% | +2.6% | -2.1% | -2.0% |
| 30D | +6.0% | -2.0% | +7.9% | +7.8% |
| 3M | -5.2% | -2.8% | -2.4% | -2.8% |
| 6M | +6.5% | +2.1% | +4.3% | +3.7% |
| YTD | +12.9% | +11.5% | +1.4% | +0.6% |
| 1Y | +17.2% | +13.5% | +3.7% | +2.5% |
| 3Y | +69.1% | +77.7% | -8.6% | -6.4% |
| 5Y | +15.3% | +72.6% | -57.3% | -34.5% |
| All | +79.8% | +307.0% | -227.3% | -59.6% |
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