-80.4%
PCT vs SPY
+164.0%
-244.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.3% | -7.4% | -8.5% |
| 7D | -28.3% | -0.9% | -27.4% | -24.6% |
| 30D | -44.4% | -2.4% | -42.1% | -40.4% |
| 3M | -73.9% | -1.2% | -72.7% | -72.5% |
| 6M | -79.8% | +3.3% | -83.1% | -80.1% |
| YTD | -76.7% | +12.3% | -89.0% | -80.0% |
| 1Y | -79.8% | +12.4% | -92.2% | -82.5% |
| 3Y | -40.7% | +78.8% | -119.5% | -73.5% |
| 5Y | -79.6% | +75.2% | -154.7% | -90.3% |
| All | -80.4% | +164.0% | -244.4% | -91.7% |
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