+127.5%
PM vs SPYM
+82.5%
+45.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | -1.3% | +0.6% | -1.9% | -1.5% |
| 30D | -2.6% | -0.9% | -1.6% | -2.3% |
| 3M | +5.8% | +3.9% | +1.9% | +4.5% |
| 6M | +10.6% | +14.5% | -4.0% | +5.8% |
| YTD | +17.2% | +13.0% | +4.2% | +12.6% |
| 1Y | +17.6% | +19.4% | -1.8% | +10.8% |
| 3Y | +124.3% | +78.9% | +45.4% | +76.9% |
| All | +127.5% | +82.5% | +45.0% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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