-92.7%
PCLA vs SPY
+29.9%
-122.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.1% |
| 7D | +3.3% | +3.3% | 0.0% | -1.3% |
| 30D | +1.6% | -2.7% | +4.3% | +6.7% |
| 3M | -6.1% | -1.7% | -4.3% | -3.2% |
| 6M | +285.1% | +3.1% | +282.0% | +271.4% |
| YTD | -31.6% | +11.9% | -43.5% | -42.3% |
| 1Y | -34.2% | +12.0% | -46.2% | -44.4% |
| All | -92.7% | +29.9% | -122.7% | -90.0% |
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