+35.7%
PICB vs SPY
+828.9%
-793.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -0.2% | +0.1% | -0.2% | -0.2% |
| 3M | -0.6% | +2.0% | -2.6% | -0.9% |
| 6M | -1.5% | +13.0% | -14.5% | -3.3% |
| YTD | -0.9% | +13.5% | -14.5% | -2.9% |
| 1Y | +1.3% | +20.0% | -18.7% | -1.6% |
| 3Y | +18.1% | +77.2% | -59.1% | +7.5% |
| 5Y | -9.9% | +81.9% | -91.8% | -19.0% |
| 10Y | +5.3% | +314.1% | -308.7% | -14.8% |
| All | +35.7% | +828.9% | -793.1% | -6.0% |
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