-37.6%
PCRX vs SPY
+318.9%
-356.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.3% |
| 7D | -5.4% | -2.0% | -3.4% | -3.9% |
| 30D | +3.2% | -1.7% | +4.9% | +4.5% |
| 3M | +7.4% | +4.7% | +2.7% | +3.3% |
| 6M | +12.1% | +12.5% | -0.4% | +1.5% |
| YTD | -2.8% | +11.7% | -14.5% | -11.5% |
| 1Y | -5.4% | +17.5% | -22.9% | -17.4% |
| 3Y | -25.5% | +76.6% | -102.0% | -55.3% |
| 5Y | -54.6% | +82.0% | -136.6% | -73.8% |
| All | -37.6% | +318.9% | -356.5% | -85.3% |
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