+826.5%
PCN vs SPY
+956.3%
-129.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | +0.8% | +0.1% | +0.7% | +0.7% |
| 3M | +2.1% | +2.0% | +0.1% | +0.7% |
| 6M | -0.7% | +13.0% | -13.8% | -8.1% |
| YTD | -1.0% | +13.5% | -14.5% | -8.7% |
| 1Y | -0.1% | +20.0% | -20.1% | -11.1% |
| 3Y | +17.1% | +77.2% | -60.1% | -19.4% |
| 5Y | +8.7% | +81.9% | -73.2% | -27.6% |
| 10Y | +91.8% | +314.1% | -222.2% | -23.7% |
| All | +826.5% | +956.3% | -129.7% | +100.9% |
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 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