+20.5%
PPC vs SPY
+67.0%
-46.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | +0.3% |
| 7D | +3.7% | -4.7% | +8.4% | +5.5% |
| 30D | +2.6% | -5.9% | +8.5% | +4.9% |
| 3M | +7.7% | -4.5% | +12.2% | +9.4% |
| 6M | -8.6% | +1.8% | -10.4% | -9.7% |
| YTD | -26.6% | +8.3% | -34.9% | -29.4% |
| 1Y | -22.6% | +9.3% | -31.9% | -25.8% |
| 3Y | +29.1% | +74.9% | -45.8% | -7.4% |
| 5Y | +20.5% | +67.3% | -46.8% | -14.0% |
| All | +20.5% | +67.0% | -46.5% | -14.0% |
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 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