+198.6%
PM vs SPY
+311.3%
-112.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +1.5% |
| 7D | -1.3% | +0.5% | -1.8% | -1.6% |
| 30D | -2.6% | -0.9% | -1.6% | -2.1% |
| 3M | +5.8% | +3.9% | +1.9% | +3.3% |
| 6M | +10.6% | +14.5% | -4.0% | +1.8% |
| YTD | +17.2% | +12.9% | +4.2% | +8.7% |
| 1Y | +17.6% | +19.4% | -1.7% | +5.4% |
| 3Y | +124.3% | +78.5% | +45.8% | +51.8% |
| 5Y | +125.1% | +81.8% | +43.3% | +47.8% |
| 10Y | +198.6% | +311.5% | -112.9% | +2.3% |
| All | +198.6% | +311.3% | -112.7% | +2.3% |
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