-95.6%
PWCM vs SPY
+21.3%
-116.9%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.0% | +11.6% | +9.7% |
| 7D | +1.6% | +0.3% | +1.4% | +1.2% |
| 30D | -24.2% | +0.2% | -24.5% | -24.1% |
| 3M | -79.1% | +2.8% | -81.9% | -80.3% |
| 6M | -86.8% | +14.3% | -101.1% | -90.6% |
| YTD | -88.7% | +14.0% | -102.7% | -91.8% |
| All | -95.6% | +21.3% | -116.9% | -97.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling