+70.6%
PPC vs SPY
+307.0%
-236.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.4% |
| 7D | -1.4% | +2.6% | -4.0% | -3.0% |
| 30D | -3.1% | -2.0% | -1.1% | -2.0% |
| 3M | +1.9% | -2.8% | +4.7% | +3.5% |
| 6M | +0.9% | +2.1% | -1.2% | -1.0% |
| YTD | -27.9% | +11.5% | -39.4% | -33.4% |
| 1Y | -25.3% | +13.5% | -38.8% | -31.9% |
| 3Y | +27.0% | +77.7% | -50.7% | -19.1% |
| 5Y | +14.8% | +72.6% | -57.8% | -26.0% |
| All | +70.6% | +307.0% | -236.4% | -50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling