+171.1%
PCVX vs SPY
+71.5%
+99.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.3% | +3.7% |
| 7D | +11.4% | +0.1% | +11.3% | +11.6% |
| 30D | -5.4% | -3.3% | -2.1% | -2.5% |
| 3M | +16.3% | -2.4% | +18.7% | +19.0% |
| 6M | +27.4% | +2.6% | +24.8% | +25.2% |
| YTD | +46.4% | +11.2% | +35.1% | +34.6% |
| 1Y | +62.1% | +13.4% | +48.7% | +47.0% |
| 3Y | +40.6% | +79.9% | -39.3% | -13.7% |
| 5Y | +171.1% | +72.2% | +98.9% | +85.7% |
| All | +171.1% | +71.5% | +99.6% | +85.7% |
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 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