+83.5%
PMAR vs SPY
+178.2%
-94.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +1.2% | +2.6% | -1.4% | 0.0% |
| 30D | -0.4% | -2.0% | +1.6% | +0.5% |
| 3M | +0.5% | -2.8% | +3.3% | +1.8% |
| 6M | +3.4% | +2.1% | +1.3% | +2.2% |
| YTD | +8.9% | +11.5% | -2.6% | +2.9% |
| 1Y | +11.0% | +13.5% | -2.5% | +4.0% |
| 3Y | +42.7% | +77.7% | -35.0% | +6.4% |
| 5Y | +56.3% | +72.6% | -16.3% | +17.0% |
| All | +83.5% | +178.2% | -94.7% | +5.3% |
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