-83.7%
PMCB vs SPY
+75.1%
-158.8%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.3% |
| 7D | +19.2% | -2.7% | +21.9% | +22.0% |
| 30D | -11.2% | -5.4% | -5.8% | -6.9% |
| 3M | -39.0% | -4.1% | -34.9% | -36.6% |
| 6M | -53.2% | +0.7% | -54.0% | -53.0% |
| YTD | -50.3% | +8.7% | -58.9% | -52.5% |
| 1Y | -57.2% | +10.9% | -68.1% | -59.6% |
| 3Y | -83.7% | +75.0% | -158.7% | -89.0% |
| All | -83.7% | +75.1% | -158.8% | -89.0% |
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