-16.1%
PCQ vs SPY
+312.9%
-329.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +1.8% | -2.7% | +4.5% | +2.6% |
| 30D | +8.7% | -5.4% | +14.1% | +10.3% |
| 3M | -4.0% | -4.1% | +0.1% | -3.0% |
| 6M | -3.4% | +0.7% | -4.1% | -3.6% |
| YTD | -0.5% | +8.7% | -9.2% | -2.9% |
| 1Y | -1.3% | +10.9% | -12.2% | -4.2% |
| 3Y | +8.2% | +75.0% | -66.8% | -8.5% |
| 5Y | -45.8% | +67.8% | -113.6% | -53.9% |
| All | -16.1% | +312.9% | -329.0% | -46.1% |
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