+160.8%
PM vs SPYG
+71.1%
+89.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.9% |
| 7D | -7.1% | -1.5% | -5.5% | -6.9% |
| 30D | -2.8% | -7.2% | +4.4% | -2.1% |
| 3M | +6.3% | -4.6% | +11.0% | +6.8% |
| 6M | +9.6% | -1.2% | +10.9% | +9.5% |
| YTD | +25.6% | +9.3% | +16.3% | +23.4% |
| 1Y | +29.7% | +8.8% | +20.8% | +27.4% |
| 3Y | +147.6% | +93.3% | +54.3% | +110.5% |
| All | +160.8% | +71.1% | +89.7% | +113.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling