-51.8%
PCSA vs SPY
+21.3%
-73.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -3.9% |
| 7D | -2.8% | +0.3% | -3.1% | -3.2% |
| 30D | -3.3% | +0.2% | -3.5% | -3.6% |
| 3M | -26.8% | +2.8% | -29.6% | -29.4% |
| 6M | -19.3% | +14.3% | -33.5% | -24.5% |
| YTD | -28.8% | +14.0% | -42.8% | -32.5% |
| All | -51.8% | +21.3% | -73.1% | -56.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling