+84.4%
PMAR vs SPY
+180.2%
-95.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | 0.0% |
| 7D | -0.2% | -0.9% | +0.7% | +0.2% |
| 30D | -0.2% | -2.4% | +2.1% | +0.9% |
| 3M | +1.3% | -1.2% | +2.5% | +1.8% |
| 6M | +4.1% | +3.3% | +0.8% | +2.3% |
| YTD | +9.4% | +12.3% | -2.9% | +3.1% |
| 1Y | +10.9% | +12.4% | -1.5% | +4.4% |
| 3Y | +43.2% | +78.8% | -35.6% | +6.4% |
| 5Y | +57.0% | +75.2% | -18.1% | +16.6% |
| All | +84.4% | +180.2% | -95.8% | +5.4% |
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