+495.2%
PCYO vs SPY
+2,938.5%
-2,443.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | +5.9% | +0.1% | +5.8% | +5.8% |
| 3M | +8.4% | +2.0% | +6.4% | +7.2% |
| 6M | +5.0% | +13.0% | -8.0% | -1.2% |
| YTD | +1.8% | +13.5% | -11.7% | -4.4% |
| 1Y | +6.5% | +20.0% | -13.5% | -2.6% |
| 3Y | +1.0% | +77.2% | -76.2% | -23.0% |
| 5Y | -24.9% | +81.9% | -106.8% | -43.5% |
| 10Y | +129.8% | +314.1% | -184.3% | +26.2% |
| All | +495.2% | +2,938.5% | -2,443.3% | -91.9% |
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