-33.2%
PCLA vs SPY
+14.6%
-47.9%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.5% | -7.0% |
| 7D | +11.5% | -0.7% | +12.2% | +13.1% |
| 30D | +0.8% | -1.0% | +1.8% | +2.7% |
| 3M | +36.6% | -0.3% | +36.9% | +38.0% |
| 6M | +250.0% | +7.3% | +242.7% | +218.6% |
| YTD | -26.6% | +13.3% | -39.9% | -39.1% |
| 1Y | -33.2% | +14.8% | -48.0% | -43.1% |
| All | -33.2% | +14.6% | -47.9% | -43.1% |
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 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