-79.8%
PCT vs SPY
+161.5%
-241.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.7% | +2.4% | +21.4% | +19.4% |
| 7D | -36.6% | +0.1% | -36.7% | -34.6% |
| 30D | -47.4% | -3.3% | -44.1% | -42.4% |
| 3M | -71.4% | -2.4% | -69.0% | -69.1% |
| 6M | -78.4% | +2.6% | -80.9% | -78.4% |
| YTD | -76.0% | +11.2% | -87.3% | -79.0% |
| 1Y | -80.5% | +13.4% | -93.8% | -83.3% |
| 3Y | -33.3% | +79.9% | -113.2% | -70.3% |
| 5Y | -83.1% | +72.2% | -155.3% | -91.8% |
| All | -79.8% | +161.5% | -241.3% | -91.3% |
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 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