+134.8%
PCQ vs SPY
+871.0%
-736.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | 0.0% | -0.6% | +0.6% | +0.1% |
| 30D | +5.9% | -3.7% | +9.6% | +6.6% |
| 3M | -6.1% | -2.7% | -3.4% | -5.7% |
| 6M | -5.7% | +2.2% | -7.9% | -6.2% |
| YTD | -2.1% | +10.8% | -12.9% | -4.1% |
| 1Y | -3.3% | +11.2% | -14.5% | -5.4% |
| 3Y | +5.1% | +76.5% | -71.4% | -6.6% |
| 5Y | -47.4% | +72.9% | -120.3% | -53.3% |
| 10Y | -15.0% | +304.8% | -319.8% | -36.1% |
| All | +134.8% | +871.0% | -736.2% | +46.4% |
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