+66.6%
PCF vs SPY
+315.0%
-248.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | -0.3% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +1.4% | -3.3% | +4.7% | +2.9% |
| 3M | -2.3% | -2.4% | +0.2% | -1.2% |
| 6M | -5.5% | +2.6% | -8.1% | -6.7% |
| YTD | -7.9% | +11.2% | -19.2% | -12.5% |
| 1Y | -8.0% | +13.4% | -21.3% | -13.3% |
| 3Y | +17.0% | +79.9% | -62.9% | -12.1% |
| 5Y | +3.9% | +72.2% | -68.3% | -21.1% |
| 10Y | +66.6% | +307.3% | -240.7% | -16.1% |
| All | +66.6% | +315.0% | -248.4% | -16.1% |
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