+33.2%
PSCT vs SPY
+12.1%
+21.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.1% |
| 7D | +2.8% | +2.6% | +0.2% | -2.1% |
| 30D | -2.1% | -2.0% | -0.2% | +2.0% |
| 3M | -9.3% | -2.8% | -6.5% | -3.7% |
| 6M | -3.9% | +2.1% | -6.1% | -7.1% |
| YTD | +33.5% | +11.5% | +22.0% | +10.4% |
| 1Y | +33.2% | +13.5% | +19.7% | +5.4% |
| All | +33.2% | +12.1% | +21.2% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling