-100.0%
PCSA vs SPY
+403.1%
-503.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -5.9% | +0.1% | -6.0% | -5.9% |
| 3M | -25.1% | +2.0% | -27.1% | -25.3% |
| 6M | -26.4% | +13.0% | -39.4% | -28.8% |
| YTD | -28.5% | +13.5% | -42.0% | -30.8% |
| 1Y | -51.5% | +20.0% | -71.5% | -53.8% |
| 3Y | -98.8% | +77.2% | -176.0% | -98.9% |
| 5Y | -99.9% | +81.9% | -181.8% | -99.9% |
| 10Y | -100.0% | +314.1% | -414.0% | -100.0% |
| All | -100.0% | +403.1% | -503.1% | -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 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