-100.0%
PWCM vs SPY
+333.0%
-433.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.8% |
| 7D | -5.9% | +2.6% | -8.5% | -8.6% |
| 30D | -26.9% | -2.0% | -24.9% | -24.5% |
| 3M | -67.3% | -2.8% | -64.5% | -65.6% |
| 6M | -91.0% | +2.1% | -93.1% | -91.0% |
| YTD | -95.5% | +11.5% | -107.0% | -95.9% |
| 1Y | -98.2% | +13.5% | -111.6% | -98.4% |
| 3Y | -99.2% | +77.7% | -176.8% | -99.5% |
| 5Y | -100.0% | +72.6% | -172.6% | -100.0% |
| 10Y | -100.0% | +308.2% | -408.2% | -100.0% |
| All | -100.0% | +333.0% | -433.0% | -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 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