+792.4%
PCN vs SPY
+910.9%
-118.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | +2.4% | -2.7% | +5.1% | +4.1% |
| 30D | +5.1% | -5.4% | +10.5% | +8.7% |
| 3M | -3.3% | -4.1% | +0.8% | -0.9% |
| 6M | -2.8% | +0.7% | -3.5% | -3.4% |
| YTD | -4.6% | +8.7% | -13.3% | -9.7% |
| 1Y | -4.0% | +10.9% | -14.9% | -10.3% |
| 3Y | +22.3% | +75.0% | -52.7% | -15.3% |
| 5Y | +0.6% | +67.8% | -67.2% | -29.6% |
| 10Y | +93.2% | +312.9% | -219.7% | -23.0% |
| All | +792.4% | +910.9% | -118.5% | +98.6% |
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