+127.6%
PCVX vs SPY
+169.8%
-42.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.0% |
| 7D | -3.4% | -0.4% | -3.0% | -3.1% |
| 30D | +2.1% | -1.4% | +3.5% | +3.3% |
| 3M | +26.9% | +3.7% | +23.2% | +23.1% |
| 6M | +0.3% | +13.0% | -12.7% | -9.4% |
| YTD | +29.0% | +12.4% | +16.6% | +17.0% |
| 1Y | +81.9% | +18.5% | +63.3% | +57.9% |
| 3Y | +17.4% | +77.6% | -60.2% | -28.0% |
| 5Y | +129.0% | +81.7% | +47.3% | +39.5% |
| All | +127.6% | +169.8% | -42.2% | -4.7% |
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 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