-99.8%
PMAX vs SPY
+41.0%
-140.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.4% | -10.9% | -10.6% |
| 7D | -15.7% | +3.3% | -19.0% | -20.6% |
| 30D | +22.6% | -2.7% | +25.3% | +30.7% |
| 3M | -57.0% | -1.7% | -55.2% | -54.7% |
| 6M | -72.7% | +3.1% | -75.8% | -73.3% |
| YTD | -96.1% | +11.9% | -108.0% | -96.5% |
| 1Y | -96.7% | +12.0% | -108.6% | -97.0% |
| All | -99.8% | +41.0% | -140.8% | -99.8% |
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