+146.0%
PM vs SPY
+75.1%
+70.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | -5.2% | -2.7% | -2.5% | -5.0% |
| 30D | +2.7% | -5.4% | +8.1% | +3.1% |
| 3M | +6.1% | -4.1% | +10.2% | +6.4% |
| 6M | +18.0% | +0.7% | +17.3% | +17.8% |
| YTD | +26.6% | +8.7% | +17.9% | +25.1% |
| 1Y | +36.7% | +10.9% | +25.8% | +34.8% |
| 3Y | +146.0% | +75.0% | +71.0% | +104.6% |
| All | +146.0% | +75.1% | +70.9% | +104.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling