+681.3%
PSCI vs SPY
+765.1%
-83.8%
-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% | +1.3% | +1.3% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -6.6% | +0.1% | -6.7% | -6.7% |
| 3M | -0.1% | +2.0% | -2.1% | -2.3% |
| 6M | +3.0% | +13.0% | -10.0% | -9.9% |
| YTD | +14.8% | +13.5% | +1.3% | 0.0% |
| 1Y | +17.4% | +20.0% | -2.6% | -3.7% |
| 3Y | +68.5% | +77.2% | -8.7% | -9.6% |
| 5Y | +89.0% | +81.9% | +7.2% | -2.2% |
| 10Y | +272.4% | +314.1% | -41.7% | -21.9% |
| All | +681.3% | +765.1% | -83.8% | -25.8% |
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