+763.1%
PM vs SPYG
+1,104.2%
-341.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -4.9% | +0.4% | -5.2% | -5.1% |
| 30D | -3.4% | -0.4% | -2.9% | -3.2% |
| 3M | +5.2% | +0.5% | +4.6% | +4.2% |
| 6M | +3.7% | +17.5% | -13.8% | -5.5% |
| YTD | +15.8% | +14.3% | +1.4% | +6.8% |
| 1Y | +17.4% | +21.7% | -4.3% | +4.2% |
| 3Y | +116.9% | +98.6% | +18.3% | +41.5% |
| 5Y | +117.3% | +85.1% | +32.2% | +43.3% |
| 10Y | +193.8% | +412.0% | -218.3% | -3.7% |
| All | +763.1% | +1,104.2% | -341.0% | +62.4% |
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