+836.5%
PM vs SPYG
+1,051.0%
-214.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.2% |
| 7D | -7.1% | -1.5% | -5.5% | -6.4% |
| 30D | -2.8% | -7.2% | +4.4% | +0.6% |
| 3M | +6.3% | -4.6% | +11.0% | +8.4% |
| 6M | +9.6% | -1.2% | +10.9% | +8.9% |
| YTD | +25.6% | +9.3% | +16.3% | +18.0% |
| 1Y | +29.7% | +8.8% | +20.8% | +21.8% |
| 3Y | +147.6% | +93.3% | +54.3% | +62.8% |
| 5Y | +160.1% | +71.7% | +88.4% | +78.3% |
| 10Y | +260.9% | +399.8% | -138.9% | +18.8% |
| All | +836.5% | +1,051.0% | -214.5% | +79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling