+125.1%
PM vs SPXS
-85.9%
+211.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.4% |
| 7D | -1.3% | -1.5% | +0.3% | -1.4% |
| 30D | -2.6% | +3.7% | -6.2% | -2.2% |
| 3M | +5.8% | -9.6% | +15.4% | +4.9% |
| 6M | +10.6% | -32.4% | +43.0% | +6.6% |
| YTD | +17.2% | -28.7% | +45.8% | +13.8% |
| 1Y | +17.6% | -38.1% | +55.7% | +12.6% |
| 3Y | +124.3% | -80.1% | +204.4% | +89.6% |
| 5Y | +125.1% | -85.9% | +211.0% | +84.7% |
| All | +125.1% | -85.9% | +211.0% | +84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling