-83.7%
PCT vs SPY
+155.5%
-239.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.4% | +0.3% | -11.7% | -12.0% |
| 7D | -50.4% | -2.7% | -47.7% | -46.6% |
| 30D | -56.2% | -5.4% | -50.8% | -50.4% |
| 3M | -75.8% | -4.1% | -71.7% | -73.2% |
| 6M | -78.1% | +0.7% | -78.9% | -77.5% |
| YTD | -80.6% | +8.7% | -89.3% | -82.4% |
| 1Y | -82.7% | +10.9% | -93.6% | -84.7% |
| 3Y | -59.7% | +75.0% | -134.7% | -81.2% |
| 5Y | -87.0% | +67.8% | -154.8% | -93.4% |
| All | -83.7% | +155.5% | -239.2% | -92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling