+846.7%
PCM vs SPY
+2,904.9%
-2,058.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -5.8% | +0.1% | -5.8% | -5.8% |
| 3M | -3.1% | +2.0% | -5.1% | -3.8% |
| 6M | -5.5% | +13.0% | -18.5% | -9.5% |
| YTD | -5.1% | +13.5% | -18.6% | -9.3% |
| 1Y | -5.1% | +20.0% | -25.0% | -11.0% |
| 3Y | -16.4% | +77.2% | -93.6% | -32.4% |
| 5Y | -19.1% | +81.9% | -101.0% | -35.7% |
| 10Y | +48.7% | +314.1% | -265.4% | -10.3% |
| All | +846.7% | +2,904.9% | -2,058.2% | +234.7% |
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