+475.5%
PCYO vs SPY
+2,883.5%
-2,407.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -0.6% | +2.6% | -3.1% | -1.8% |
| 30D | -3.3% | -2.0% | -1.3% | -2.5% |
| 3M | -4.6% | -2.8% | -1.8% | -3.5% |
| 6M | -2.9% | +2.1% | -5.0% | -4.2% |
| YTD | -1.5% | +11.5% | -13.0% | -6.8% |
| 1Y | -2.1% | +13.5% | -15.5% | -8.1% |
| 3Y | +11.1% | +77.7% | -66.6% | -15.5% |
| 5Y | -32.1% | +72.6% | -104.7% | -47.8% |
| 10Y | +125.4% | +308.2% | -182.7% | +24.5% |
| All | +475.5% | +2,883.5% | -2,407.9% | -92.1% |
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