+357.2%
PG vs SPYM
+814.4%
-457.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | -2.7% | -2.0% | -0.7% | -1.7% |
| 30D | -1.5% | -1.6% | +0.1% | -0.8% |
| 3M | -3.4% | +4.7% | -8.1% | -5.7% |
| 6M | -7.0% | +12.6% | -19.5% | -12.5% |
| YTD | +2.0% | +11.8% | -9.8% | -3.9% |
| 1Y | -6.5% | +17.5% | -24.0% | -14.2% |
| 3Y | +1.2% | +77.0% | -75.8% | -26.0% |
| 5Y | +12.8% | +82.6% | -69.8% | -19.8% |
| 10Y | +117.7% | +320.3% | -202.6% | -1.6% |
| All | +357.2% | +814.4% | -457.3% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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