+250.9%
PM vs SPY
+304.1%
-53.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -6.6% | -0.6% | -6.0% | -6.3% |
| 30D | -3.4% | -3.7% | +0.2% | -1.6% |
| 3M | +5.3% | -2.7% | +8.1% | +6.7% |
| 6M | +15.5% | +2.2% | +13.3% | +13.4% |
| YTD | +24.3% | +10.8% | +13.4% | +16.3% |
| 1Y | +29.7% | +11.2% | +18.5% | +21.1% |
| 3Y | +144.9% | +76.5% | +68.4% | +66.7% |
| 5Y | +159.0% | +72.9% | +86.1% | +76.1% |
| 10Y | +250.9% | +304.8% | -53.9% | +23.0% |
| All | +250.9% | +304.1% | -53.2% | +23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling