-92.8%
PCLA vs SPY
+26.2%
-119.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.2% |
| 7D | -25.5% | -2.7% | -22.8% | -22.4% |
| 30D | -7.4% | -5.4% | -2.0% | +1.1% |
| 3M | -10.9% | -4.1% | -6.9% | -4.9% |
| 6M | +233.3% | +0.7% | +232.6% | +231.9% |
| YTD | -32.7% | +8.7% | -41.3% | -40.8% |
| 1Y | -36.9% | +10.9% | -47.7% | -46.0% |
| All | -92.8% | +26.2% | -119.0% | -89.8% |
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