+836.5%
PM vs SPYM
+754.3%
+82.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.4% |
| 7D | -7.1% | -0.9% | -6.1% | -6.6% |
| 30D | -2.8% | -2.4% | -0.4% | -1.6% |
| 3M | +6.3% | -1.1% | +7.5% | +6.8% |
| 6M | +9.6% | +3.3% | +6.3% | +7.0% |
| YTD | +25.6% | +12.4% | +13.2% | +16.6% |
| 1Y | +29.7% | +12.5% | +17.1% | +20.2% |
| 3Y | +147.6% | +79.1% | +68.4% | +70.4% |
| 5Y | +160.1% | +75.7% | +84.4% | +78.3% |
| 10Y | +260.9% | +313.9% | -53.0% | +45.2% |
| All | +836.5% | +754.3% | +82.2% | +145.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling