-38.5%
PCT vs SPY
+164.2%
-202.8%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -2.9% |
| 7D | -0.9% | -0.4% | -0.6% | -0.4% |
| 30D | -13.5% | -1.4% | -12.1% | -11.4% |
| 3M | -41.9% | +3.7% | -45.6% | -45.2% |
| 6M | +6.6% | +13.0% | -6.4% | -12.6% |
| YTD | -27.0% | +12.4% | -39.4% | -39.4% |
| 1Y | -53.6% | +18.5% | -72.1% | -64.3% |
| 3Y | -27.0% | +77.6% | -104.6% | -68.1% |
| 5Y | -52.4% | +81.7% | -134.0% | -78.8% |
| All | -38.5% | +164.2% | -202.8% | -75.0% |
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