+142.3%
PCQ vs SPY
+894.8%
-752.4%
-56.3%
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% | +0.5% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | -1.9% | +0.1% | -1.9% | -1.9% |
| 3M | -3.2% | +2.0% | -5.2% | -3.6% |
| 6M | -3.1% | +13.0% | -16.1% | -5.4% |
| YTD | +1.1% | +13.5% | -12.5% | -1.5% |
| 1Y | +8.2% | +20.0% | -11.8% | +4.3% |
| 3Y | +5.4% | +77.2% | -71.8% | -6.3% |
| 5Y | -42.6% | +81.9% | -124.5% | -49.6% |
| 10Y | -19.1% | +314.1% | -333.2% | -39.4% |
| All | +142.3% | +894.8% | -752.4% | +50.5% |
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 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