+143.0%
PSCM vs SPY
+315.0%
-172.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +1.0% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | -3.5% | -3.3% | -0.2% | -0.1% |
| 3M | -11.0% | -2.4% | -8.5% | -8.7% |
| 6M | -13.0% | +2.6% | -15.5% | -15.2% |
| YTD | +9.4% | +11.2% | -1.8% | -1.9% |
| 1Y | +20.0% | +13.4% | +6.6% | +5.5% |
| 3Y | +53.9% | +79.9% | -26.0% | -14.6% |
| 5Y | +38.8% | +72.2% | -33.4% | -19.6% |
| 10Y | +143.0% | +307.3% | -164.3% | -44.5% |
| All | +143.0% | +315.0% | -172.0% | -44.5% |
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 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