-100.0%
PCSA vs SPY
+312.9%
-412.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.8% |
| 7D | +2.1% | -2.7% | +4.8% | +3.4% |
| 30D | +35.9% | -5.4% | +41.3% | +39.4% |
| 3M | -16.1% | -4.1% | -12.0% | -14.4% |
| 6M | -29.8% | +0.7% | -30.5% | -29.5% |
| YTD | -33.0% | +8.7% | -41.7% | -34.4% |
| 1Y | -75.6% | +10.9% | -86.4% | -76.4% |
| 3Y | -99.0% | +75.0% | -174.0% | -99.2% |
| 5Y | -99.9% | +67.8% | -167.7% | -100.0% |
| All | -100.0% | +312.9% | -412.8% | -100.0% |
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