+57.1%
PCB vs SPY
+74.6%
-17.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -2.3% |
| 7D | -3.2% | -0.9% | -2.3% | -2.7% |
| 30D | +7.1% | -2.4% | +9.4% | +8.6% |
| 3M | +6.7% | -1.2% | +7.8% | +7.3% |
| 6M | +26.0% | +3.3% | +22.7% | +22.8% |
| YTD | +42.1% | +12.3% | +29.8% | +30.5% |
| 1Y | +40.3% | +12.4% | +27.8% | +28.6% |
| 3Y | +118.2% | +78.8% | +39.3% | +49.0% |
| 5Y | +57.1% | +75.2% | -18.0% | +6.1% |
| All | +57.1% | +74.6% | -17.5% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling