-99.8%
PMAX vs SPY
+40.5%
-140.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.4% | -9.5% | -9.2% |
| 7D | -25.8% | +2.6% | -28.4% | -29.3% |
| 30D | +16.6% | -2.0% | +18.6% | +22.9% |
| 3M | -59.0% | -2.8% | -56.2% | -56.0% |
| 6M | -81.2% | +2.1% | -83.4% | -81.4% |
| YTD | -96.5% | +11.5% | -108.0% | -96.8% |
| 1Y | -96.8% | +13.5% | -110.3% | -97.2% |
| All | -99.8% | +40.5% | -140.3% | -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 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