-76.9%
PMA vs SPY
+32.4%
-109.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +11.2% | +0.1% | +11.1% | +11.1% |
| 30D | -5.1% | +0.1% | -5.2% | -5.1% |
| 3M | -11.6% | +2.0% | -13.6% | -12.1% |
| 6M | +12.2% | +13.0% | -0.8% | +8.8% |
| YTD | +29.0% | +13.5% | +15.5% | +24.7% |
| 1Y | -46.0% | +20.0% | -66.0% | -48.5% |
| All | -76.9% | +32.4% | -109.3% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling