+66.7%
PMAY vs SPY
+190.1%
-123.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | +1.8% | +3.3% | -1.5% | +0.3% |
| 30D | -1.0% | -2.7% | +1.7% | +0.2% |
| 3M | +0.3% | -1.7% | +2.0% | +1.0% |
| 6M | +3.1% | +3.1% | 0.0% | +1.6% |
| YTD | +6.6% | +11.9% | -5.3% | +1.1% |
| 1Y | +8.0% | +12.0% | -4.0% | +2.3% |
| 3Y | +40.2% | +78.2% | -38.0% | +6.6% |
| 5Y | +39.0% | +73.2% | -34.2% | +5.1% |
| All | +66.7% | +190.1% | -123.4% | -0.3% |
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