+281.2%
PSCT vs SPY
+311.3%
-30.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +1.2% |
| 7D | +4.7% | +0.5% | +4.1% | +3.9% |
| 30D | -5.4% | -0.9% | -4.5% | -4.2% |
| 3M | -5.1% | +3.9% | -9.0% | -9.0% |
| 6M | +33.8% | +14.5% | +19.3% | +14.5% |
| YTD | +39.0% | +12.9% | +26.1% | +21.3% |
| 1Y | +59.0% | +19.4% | +39.6% | +30.7% |
| 3Y | +75.9% | +78.5% | -2.6% | -7.8% |
| 5Y | +62.7% | +81.8% | -19.1% | -15.7% |
| 10Y | +281.2% | +311.5% | -30.3% | -24.1% |
| All | +281.2% | +311.3% | -30.1% | -24.1% |
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