+168.1%
PM vs SPY
+67.4%
+100.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -5.2% | -2.7% | -2.5% | -4.5% |
| 30D | +2.7% | -5.4% | +8.1% | +4.2% |
| 3M | +6.1% | -4.1% | +10.2% | +7.2% |
| 6M | +18.0% | +0.7% | +17.3% | +17.4% |
| YTD | +26.6% | +8.7% | +17.9% | +23.1% |
| 1Y | +36.7% | +10.9% | +25.8% | +32.0% |
| 3Y | +146.0% | +75.0% | +71.0% | +96.5% |
| All | +168.1% | +67.4% | +100.7% | +107.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling