-46.6%
PCTY vs SPY
+81.8%
-128.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.2% | -5.1% |
| 7D | -8.0% | +0.5% | -8.6% | -8.6% |
| 30D | -4.6% | -0.9% | -3.6% | -3.5% |
| 3M | +28.1% | +3.9% | +24.2% | +21.6% |
| 6M | +19.5% | +14.5% | +5.0% | -0.3% |
| YTD | -5.9% | +12.9% | -18.8% | -20.4% |
| 1Y | -17.0% | +19.4% | -36.4% | -35.0% |
| 3Y | -26.5% | +78.5% | -105.0% | -68.8% |
| 5Y | -46.6% | +81.8% | -128.4% | -76.8% |
| All | -46.6% | +81.8% | -128.4% | -76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling