-77.5%
PMA vs SPY
+26.7%
-104.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | -3.2% | -2.7% | -0.5% | -2.2% |
| 30D | -0.2% | -5.4% | +5.2% | +1.9% |
| 3M | -5.4% | -4.1% | -1.3% | -3.8% |
| 6M | -16.7% | +0.7% | -17.4% | -16.4% |
| YTD | +25.8% | +8.7% | +17.1% | +23.7% |
| 1Y | -40.1% | +10.9% | -51.0% | -41.5% |
| All | -77.5% | +26.7% | -104.2% | -75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling