+131.1%
PCY vs SPY
+592.7%
-461.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -0.1% | +0.1% | -0.3% | -0.2% |
| 30D | -0.2% | +0.1% | -0.2% | -0.2% |
| 3M | -1.4% | +2.0% | -3.4% | -2.0% |
| 6M | -0.5% | +13.0% | -13.5% | -4.0% |
| YTD | +1.0% | +13.5% | -12.5% | -2.6% |
| 1Y | +6.0% | +20.0% | -14.0% | +0.5% |
| 3Y | +32.8% | +77.2% | -44.4% | +12.6% |
| 5Y | +3.2% | +81.9% | -78.6% | -13.6% |
| 10Y | +19.8% | +314.1% | -294.2% | -16.9% |
| All | +131.1% | +592.7% | -461.6% | +24.6% |
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