+29.5%
PPC vs SPY
+82.6%
-53.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.7% | +6.3% |
| 7D | +10.0% | -0.7% | +10.7% | +9.9% |
| 30D | +3.6% | -1.0% | +4.7% | +3.6% |
| 3M | +7.6% | -0.3% | +7.9% | +7.6% |
| 6M | -5.2% | +7.3% | -12.5% | -5.4% |
| YTD | -25.6% | +13.3% | -38.9% | -26.0% |
| 1Y | -22.1% | +14.8% | -36.9% | -22.6% |
| All | +29.5% | +82.6% | -53.1% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling