+863.9%
PPC vs SPY
+3,091.8%
-2,227.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 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% | +3.2% |
| 6M | -26.5% | +13.0% | -39.5% | -33.1% |
| YTD | -21.8% | +13.5% | -35.4% | -29.2% |
| 1Y | -31.2% | +20.0% | -51.2% | -40.3% |
| 3Y | +43.6% | +77.2% | -33.6% | -9.1% |
| 5Y | +28.5% | +81.9% | -53.4% | -21.1% |
| 10Y | +52.8% | +314.1% | -261.2% | -49.3% |
| All | +863.9% | +3,091.8% | -2,227.9% | +19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling