-37.4%
PCT vs SPY
+166.9%
-204.3%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.8% |
| 7D | -1.7% | +0.1% | -1.8% | -1.9% |
| 30D | -7.0% | +0.1% | -7.0% | -7.0% |
| 3M | -54.2% | +2.0% | -56.2% | -55.4% |
| 6M | +3.1% | +13.0% | -9.9% | -15.7% |
| YTD | -25.6% | +13.5% | -39.2% | -39.3% |
| 1Y | -51.4% | +20.0% | -71.4% | -63.4% |
| 3Y | -30.0% | +77.2% | -107.2% | -69.4% |
| 5Y | -56.0% | +81.9% | -137.8% | -80.6% |
| All | -37.4% | +166.9% | -204.3% | -74.9% |
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