+47.4%
PCM vs SPY
+313.2%
-265.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -5.8% | +0.1% | -5.8% | -5.8% |
| 3M | -3.1% | +2.0% | -5.1% | -4.1% |
| 6M | -5.5% | +13.0% | -18.5% | -10.9% |
| YTD | -5.1% | +13.5% | -18.6% | -10.7% |
| 1Y | -5.1% | +20.0% | -25.0% | -13.1% |
| 3Y | -16.4% | +77.2% | -93.6% | -38.2% |
| 5Y | -19.1% | +81.9% | -101.0% | -41.9% |
| All | +47.4% | +313.2% | -265.8% | -32.9% |
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