+763.1%
PM vs SPYM
+763.9%
-0.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | -3.4% | +0.1% | -3.5% | -3.4% |
| 3M | +5.2% | +2.0% | +3.1% | +3.6% |
| 6M | +3.7% | +13.1% | -9.3% | -3.8% |
| YTD | +15.8% | +13.6% | +2.1% | +7.1% |
| 1Y | +17.4% | +20.1% | -2.7% | +4.8% |
| 3Y | +116.9% | +77.6% | +39.4% | +50.5% |
| 5Y | +117.3% | +82.5% | +34.8% | +45.8% |
| 10Y | +193.8% | +317.6% | -123.8% | +17.9% |
| All | +763.1% | +763.9% | -0.7% | +124.9% |
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