-75.7%
PMA vs SPY
+30.0%
-105.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.4% | +12.8% | +12.5% |
| 7D | +8.1% | +2.6% | +5.5% | +7.1% |
| 30D | +11.5% | -2.0% | +13.5% | +12.3% |
| 3M | -16.0% | -2.8% | -13.3% | -15.2% |
| 6M | -22.3% | +2.1% | -24.4% | -22.6% |
| YTD | +36.0% | +11.5% | +24.5% | +32.4% |
| 1Y | -26.9% | +13.5% | -40.3% | -29.3% |
| All | -75.7% | +30.0% | -105.7% | -73.7% |
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