+208.8%
PM vs SPYG
+420.3%
-211.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.5% |
| 7D | +1.9% | -1.8% | +3.8% | +2.6% |
| 30D | +1.9% | -1.9% | +3.8% | +2.6% |
| 3M | +4.6% | +5.2% | -0.6% | +2.2% |
| 6M | +11.7% | +15.6% | -3.9% | +4.7% |
| YTD | +20.4% | +12.4% | +7.9% | +14.0% |
| 1Y | +19.0% | +17.5% | +1.5% | +10.2% |
| 3Y | +130.4% | +98.1% | +32.3% | +62.6% |
| 5Y | +131.5% | +84.9% | +46.5% | +65.5% |
| All | +208.8% | +420.3% | -211.5% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPYG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling