+272.5%
PM vs SPXS
-99.5%
+372.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.4% |
| 7D | +0.5% | -7.5% | +8.1% | -0.8% |
| 30D | -3.2% | +5.3% | -8.6% | -2.0% |
| 3M | +6.2% | +9.7% | -3.5% | +8.4% |
| 6M | +7.7% | -4.6% | +12.2% | +7.3% |
| YTD | +27.3% | -25.8% | +53.0% | +21.6% |
| 1Y | +32.8% | -28.8% | +61.6% | +26.0% |
| 3Y | +150.0% | -80.2% | +230.2% | +88.7% |
| 5Y | +164.2% | -83.2% | +247.4% | +110.3% |
| All | +272.5% | -99.5% | +372.0% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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