+763.1%
PM vs SPY
+754.3%
+8.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | -3.4% | +0.1% | -3.4% | -3.4% |
| 3M | +5.2% | +2.0% | +3.2% | +3.5% |
| 6M | +3.7% | +13.0% | -9.3% | -4.4% |
| YTD | +15.8% | +13.5% | +2.2% | +6.4% |
| 1Y | +17.4% | +20.0% | -2.6% | +3.9% |
| 3Y | +116.9% | +77.2% | +39.7% | +45.9% |
| 5Y | +117.3% | +81.9% | +35.4% | +40.9% |
| 10Y | +193.8% | +314.1% | -120.3% | +7.9% |
| All | +763.1% | +754.3% | +8.8% | +97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling