-98.8%
PCSA vs SPY
+78.4%
-177.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.8% |
| 7D | -3.6% | -0.6% | -3.0% | -3.1% |
| 30D | +23.0% | -3.7% | +26.7% | +27.1% |
| 3M | -28.4% | -2.7% | -25.6% | -26.5% |
| 6M | -31.5% | +2.2% | -33.7% | -31.8% |
| YTD | -35.1% | +10.8% | -45.9% | -38.3% |
| 1Y | -78.3% | +11.2% | -89.6% | -79.5% |
| 3Y | -98.8% | +76.5% | -175.3% | -99.5% |
| All | -98.8% | +78.4% | -177.2% | -99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling