+57.3%
PPC vs SPY
+313.4%
-256.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -3.8% | +0.1% | -3.9% | -3.9% |
| 30D | +14.7% | +0.1% | +14.6% | +14.6% |
| 3M | +5.2% | +2.0% | +3.2% | +3.5% |
| 6M | -26.5% | +13.0% | -39.5% | -32.5% |
| YTD | -21.8% | +13.5% | -35.4% | -28.6% |
| 1Y | -31.2% | +20.0% | -51.2% | -39.6% |
| 3Y | +43.6% | +77.2% | -33.6% | -8.3% |
| 5Y | +28.5% | +81.9% | -53.4% | -20.7% |
| All | +57.3% | +313.4% | -256.1% | -53.5% |
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