-59.7%
PCT vs SPY
+75.1%
-134.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.4% | +0.3% | -11.7% | -12.2% |
| 7D | -50.4% | -2.7% | -47.7% | -45.4% |
| 30D | -56.2% | -5.4% | -50.8% | -48.7% |
| 3M | -75.8% | -4.1% | -71.7% | -72.4% |
| 6M | -78.1% | +0.7% | -78.9% | -77.5% |
| YTD | -80.6% | +8.7% | -89.3% | -83.0% |
| 1Y | -82.7% | +10.9% | -93.6% | -85.3% |
| 3Y | -59.7% | +75.0% | -134.7% | -94.7% |
| All | -59.7% | +75.1% | -134.8% | -94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling