+202.2%
PM vs SPYG
+424.8%
-222.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -1.2% | +0.3% | -1.5% | -1.3% |
| 30D | -0.2% | -1.7% | +1.5% | +0.4% |
| 3M | +4.9% | +3.6% | +1.3% | +3.1% |
| 6M | +9.0% | +16.6% | -7.5% | +1.9% |
| YTD | +17.8% | +13.4% | +4.4% | +11.2% |
| 1Y | +16.8% | +19.6% | -2.8% | +7.5% |
| 3Y | +125.4% | +99.8% | +25.7% | +58.6% |
| 5Y | +128.7% | +85.0% | +43.7% | +63.9% |
| All | +202.2% | +424.8% | -222.5% | +2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling