-92.6%
PCLA vs SPY
+31.1%
-123.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.8% |
| 7D | -3.5% | +0.5% | -4.1% | -4.3% |
| 30D | -22.1% | -0.9% | -21.1% | -21.1% |
| 3M | -13.4% | +3.9% | -17.3% | -19.8% |
| 6M | +129.0% | +14.5% | +114.5% | +84.1% |
| YTD | -30.2% | +12.9% | -43.2% | -42.3% |
| 1Y | -51.7% | +19.4% | -71.0% | -63.2% |
| All | -92.6% | +31.1% | -123.7% | -90.1% |
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