-96.3%
PMAX vs SPY
+20.8%
-117.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +1.7% |
| 7D | -18.6% | +0.1% | -18.7% | -18.9% |
| 30D | -44.3% | +0.1% | -44.4% | -44.2% |
| 3M | -57.9% | +2.0% | -59.9% | -61.2% |
| 6M | -95.5% | +13.0% | -108.5% | -97.1% |
| YTD | -95.2% | +13.5% | -108.8% | -97.1% |
| 1Y | -96.3% | +20.0% | -116.2% | -98.4% |
| All | -96.3% | +20.8% | -117.1% | -98.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling