+751.2%
PLMR vs SPY
+187.1%
+564.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.1% |
| 7D | +13.3% | -0.6% | +13.9% | +13.3% |
| 30D | +23.2% | -3.7% | +26.9% | +26.7% |
| 3M | +22.9% | -2.7% | +25.7% | +25.0% |
| 6M | +42.6% | +2.2% | +40.4% | +36.8% |
| YTD | +19.9% | +10.8% | +9.1% | +5.2% |
| 1Y | +24.8% | +11.2% | +13.6% | +8.9% |
| 3Y | +171.2% | +76.5% | +94.7% | +41.8% |
| 5Y | +70.6% | +72.9% | -2.3% | -8.3% |
| All | +751.2% | +187.1% | +564.1% | +160.6% |
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