+848.9%
PM vs SPYG
+1,037.4%
-188.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.6% |
| 7D | +0.5% | +2.3% | -1.8% | -0.7% |
| 30D | -3.2% | -6.5% | +3.2% | -0.2% |
| 3M | +6.2% | -6.8% | +13.1% | +9.5% |
| 6M | +7.7% | -3.1% | +10.8% | +8.0% |
| YTD | +27.3% | +8.0% | +19.3% | +20.2% |
| 1Y | +32.8% | +10.2% | +22.5% | +23.9% |
| 3Y | +150.0% | +91.0% | +59.0% | +65.3% |
| 5Y | +164.2% | +67.7% | +96.5% | +83.6% |
| 10Y | +265.7% | +393.9% | -128.2% | +21.1% |
| All | +848.9% | +1,037.4% | -188.5% | +82.9% |
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