+11.7%
PCMM vs SPY
+28.4%
-16.7%
-4.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | 0.0% | +3.3% | -3.3% | -0.2% |
| 30D | +0.4% | -2.7% | +3.1% | +0.6% |
| 3M | +1.9% | -1.7% | +3.7% | +2.0% |
| 6M | +3.3% | +3.1% | +0.2% | +3.0% |
| YTD | +4.5% | +11.9% | -7.4% | +3.5% |
| 1Y | +5.6% | +12.0% | -6.4% | +4.5% |
| All | +11.7% | +28.4% | -16.7% | +7.5% |
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 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