+147.4%
PCVX vs SPY
+168.6%
-21.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.4% | -5.4% |
| 7D | +4.5% | +3.3% | +1.2% | +1.7% |
| 30D | -3.2% | -2.7% | -0.5% | -0.7% |
| 3M | +8.4% | -1.7% | +10.2% | +10.5% |
| 6M | +19.7% | +3.1% | +16.6% | +17.1% |
| YTD | +40.2% | +11.9% | +28.3% | +28.2% |
| 1Y | +40.3% | +12.0% | +28.3% | +28.3% |
| 3Y | +34.4% | +78.2% | -43.8% | -17.4% |
| 5Y | +144.6% | +73.2% | +71.3% | +56.0% |
| All | +147.4% | +168.6% | -21.2% | +4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling