-100.0%
PWCM vs SPY
+318.9%
-418.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.6% | -7.0% | -6.9% |
| 7D | -12.0% | -2.0% | -10.0% | -9.8% |
| 30D | -27.2% | -1.7% | -25.5% | -25.3% |
| 3M | -79.0% | +4.7% | -83.8% | -80.0% |
| 6M | -89.2% | +12.5% | -101.7% | -90.4% |
| YTD | -90.1% | +11.7% | -101.8% | -91.0% |
| 1Y | -96.1% | +17.5% | -113.6% | -96.6% |
| 3Y | -98.7% | +76.6% | -175.3% | -99.2% |
| 5Y | -99.8% | +82.0% | -181.9% | -99.9% |
| All | -100.0% | +318.9% | -418.9% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling