-79.8%
PCT vs SPY
+12.3%
-92.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.7% | +2.4% | +21.4% | +16.8% |
| 7D | -36.6% | +0.1% | -36.7% | -33.5% |
| 30D | -47.4% | -3.3% | -44.1% | -40.3% |
| 3M | -71.4% | -2.4% | -69.0% | -68.2% |
| 6M | -78.4% | +2.6% | -80.9% | -78.2% |
| YTD | -76.0% | +11.2% | -87.3% | -79.5% |
| All | -79.8% | +12.3% | -92.1% | -83.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling