+55.1%
PLMR vs SPY
+81.8%
-26.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.4% |
| 7D | +1.6% | +0.5% | +1.1% | +1.2% |
| 30D | +2.7% | -0.9% | +3.6% | +3.4% |
| 3M | +25.9% | +3.9% | +22.1% | +21.2% |
| 6M | +5.6% | +14.5% | -8.9% | -7.2% |
| YTD | -0.2% | +12.9% | -13.1% | -11.5% |
| 1Y | +8.6% | +19.4% | -10.7% | -8.8% |
| 3Y | +162.3% | +78.5% | +83.9% | +46.3% |
| 5Y | +55.1% | +81.8% | -26.6% | -14.0% |
| All | +55.1% | +81.8% | -26.6% | -14.0% |
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