+95.3%
PCB vs SPY
+193.7%
-98.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.7% |
| 7D | +2.7% | -2.7% | +5.4% | +5.2% |
| 30D | +8.7% | -5.4% | +14.1% | +14.2% |
| 3M | +7.7% | -4.1% | +11.8% | +11.6% |
| 6M | +23.9% | +0.7% | +23.2% | +22.1% |
| YTD | +42.5% | +8.7% | +33.8% | +30.4% |
| 1Y | +44.7% | +10.9% | +33.8% | +29.7% |
| 3Y | +114.1% | +75.0% | +39.1% | +23.1% |
| 5Y | +57.1% | +67.8% | -10.7% | -7.3% |
| All | +95.3% | +193.7% | -98.4% | -41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling