+728.5%
PLMR vs SPY
+188.2%
+540.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | -1.5% |
| 7D | +8.1% | +0.1% | +8.0% | +7.4% |
| 30D | +19.9% | -3.3% | +23.2% | +22.9% |
| 3M | +20.1% | -2.4% | +22.5% | +21.7% |
| 6M | +38.8% | +2.6% | +36.2% | +32.7% |
| YTD | +16.7% | +11.2% | +5.5% | +2.0% |
| 1Y | +22.9% | +13.4% | +9.5% | +5.1% |
| 3Y | +172.4% | +79.9% | +92.5% | +39.5% |
| 5Y | +65.1% | +72.2% | -7.0% | -10.7% |
| All | +728.5% | +188.2% | +540.3% | +152.8% |
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