-79.8%
PCT vs SPY
+13.0%
-92.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.3% | -7.4% | -9.9% |
| 7D | -28.3% | -0.9% | -27.4% | -23.4% |
| 30D | -44.4% | -2.4% | -42.1% | -38.8% |
| 3M | -73.9% | -1.2% | -72.7% | -72.0% |
| 6M | -79.8% | +3.3% | -83.1% | -80.1% |
| YTD | -76.7% | +12.3% | -89.0% | -80.7% |
| 1Y | -79.8% | +12.4% | -92.2% | -83.3% |
| All | -79.8% | +13.0% | -92.7% | -83.3% |
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 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