-100.0%
PWCM vs SPY
+74.6%
-174.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | -0.7% |
| 7D | -14.5% | -0.9% | -13.6% | -12.0% |
| 30D | -41.8% | -2.4% | -39.4% | -38.2% |
| 3M | -67.9% | -1.2% | -66.8% | -66.4% |
| 6M | -91.6% | +3.3% | -94.9% | -91.8% |
| YTD | -95.6% | +12.3% | -107.9% | -96.3% |
| 1Y | -98.2% | +12.4% | -110.7% | -98.5% |
| 3Y | -99.2% | +78.8% | -178.0% | -99.6% |
| 5Y | -100.0% | +75.2% | -175.1% | -100.0% |
| All | -100.0% | +74.6% | -174.6% | -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 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