+263.8%
PSCT vs SPY
+315.0%
-51.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +2.0% | +1.5% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -6.9% | -3.3% | -3.6% | -2.6% |
| 3M | -7.8% | -2.4% | -5.3% | -4.6% |
| 6M | -3.9% | +2.6% | -6.5% | -5.9% |
| YTD | +35.6% | +11.2% | +24.3% | +20.9% |
| 1Y | +30.1% | +13.4% | +16.7% | +13.7% |
| 3Y | +90.3% | +79.9% | +10.4% | -0.8% |
| 5Y | +50.5% | +72.2% | -21.7% | -16.8% |
| 10Y | +263.8% | +307.3% | -43.5% | -27.9% |
| All | +263.8% | +315.0% | -51.2% | -27.9% |
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