+104.7%
PCN vs SPY
+308.5%
-203.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.2% |
| 7D | -1.7% | +3.3% | -5.0% | -3.8% |
| 30D | 0.0% | -2.7% | +2.7% | +1.7% |
| 3M | -7.3% | -1.7% | -5.6% | -6.4% |
| 6M | -5.1% | +3.1% | -8.1% | -7.2% |
| YTD | -7.6% | +11.9% | -19.5% | -14.5% |
| 1Y | -7.0% | +12.0% | -19.0% | -14.0% |
| 3Y | +20.3% | +78.2% | -57.9% | -20.5% |
| 5Y | -2.1% | +73.2% | -75.4% | -35.0% |
| All | +104.7% | +308.5% | -203.8% | -24.9% |
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