+722.8%
PLMR vs SPY
+181.5%
+541.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.3% |
| 7D | +11.0% | -2.7% | +13.7% | +13.3% |
| 30D | +22.8% | -5.4% | +28.2% | +28.4% |
| 3M | +14.2% | -4.1% | +18.3% | +17.6% |
| 6M | +41.1% | +0.7% | +40.4% | +37.2% |
| YTD | +15.9% | +8.7% | +7.3% | +3.6% |
| 1Y | +32.7% | +10.9% | +21.8% | +16.0% |
| 3Y | +174.2% | +75.0% | +99.2% | +44.3% |
| 5Y | +64.5% | +67.8% | -3.3% | -8.8% |
| All | +722.8% | +181.5% | +541.3% | +156.7% |
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