-24.5%
PCM vs SPY
+74.6%
-99.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.4% |
| 7D | -1.4% | -0.9% | -0.5% | -1.1% |
| 30D | +0.1% | -2.4% | +2.4% | +0.8% |
| 3M | -9.6% | -1.2% | -8.5% | -9.3% |
| 6M | -9.8% | +3.3% | -13.1% | -10.8% |
| YTD | -9.6% | +12.3% | -21.9% | -13.1% |
| 1Y | -10.7% | +12.4% | -23.2% | -14.3% |
| 3Y | -7.9% | +78.8% | -86.8% | -26.9% |
| 5Y | -24.5% | +75.2% | -99.7% | -40.9% |
| All | -24.5% | +74.6% | -99.1% | -40.9% |
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 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