+809.9%
PCM vs SPY
+2,775.9%
-1,966.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +0.9% | -2.7% | +3.6% | +1.8% |
| 30D | +1.8% | -5.4% | +7.2% | +3.7% |
| 3M | -8.5% | -4.1% | -4.4% | -7.2% |
| 6M | -10.3% | +0.7% | -11.0% | -10.6% |
| YTD | -8.7% | +8.7% | -17.4% | -11.5% |
| 1Y | -8.2% | +10.9% | -19.1% | -11.6% |
| 3Y | -9.2% | +75.0% | -84.2% | -26.3% |
| 5Y | -23.4% | +67.8% | -91.2% | -37.3% |
| 10Y | +45.8% | +312.9% | -267.0% | -11.9% |
| All | +809.9% | +2,775.9% | -1,966.0% | +226.5% |
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