+290.9%
PSCF vs SPY
+752.6%
-461.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | +0.1% | +3.3% | -3.2% | -3.1% |
| 30D | +4.6% | -2.7% | +7.3% | +7.2% |
| 3M | -4.1% | -1.7% | -2.4% | -2.7% |
| 6M | +5.3% | +3.1% | +2.2% | +1.5% |
| YTD | +12.8% | +11.9% | +0.9% | 0.0% |
| 1Y | +15.9% | +12.0% | +3.9% | +2.6% |
| 3Y | +68.9% | +78.2% | -9.3% | -7.1% |
| 5Y | +15.3% | +73.2% | -57.9% | -35.1% |
| 10Y | +82.7% | +309.6% | -226.9% | -57.4% |
| All | +290.9% | +752.6% | -461.7% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling