+18.8%
PPC vs SPY
+72.2%
-53.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.3% | -4.5% |
| 7D | +3.4% | -0.6% | +4.0% | +3.7% |
| 30D | -1.5% | -3.7% | +2.1% | -0.2% |
| 3M | +6.4% | -2.7% | +9.2% | +7.4% |
| 6M | -3.1% | +2.2% | -5.2% | -4.2% |
| YTD | -27.6% | +10.8% | -38.5% | -31.0% |
| 1Y | -24.8% | +11.2% | -36.1% | -28.4% |
| 3Y | +28.4% | +76.5% | -48.1% | -7.7% |
| 5Y | +18.8% | +72.9% | -54.2% | -16.4% |
| All | +18.8% | +72.2% | -53.5% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling