-92.6%
PCLA vs SPY
+31.8%
-124.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -2.8% |
| 7D | -9.3% | +0.1% | -9.4% | -9.4% |
| 30D | +14.9% | +0.1% | +14.9% | +14.7% |
| 3M | -21.3% | +2.0% | -23.3% | -24.0% |
| 6M | +117.9% | +13.0% | +104.9% | +79.5% |
| YTD | -30.2% | +13.5% | -43.8% | -42.8% |
| 1Y | -53.2% | +20.0% | -73.2% | -64.6% |
| All | -92.6% | +31.8% | -124.4% | -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 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