-80.4%
PMCB vs SPY
+78.7%
-159.1%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +1.0% |
| 7D | +0.2% | +0.5% | -0.4% | -0.3% |
| 30D | -17.1% | -0.9% | -16.2% | -16.4% |
| 3M | -30.1% | +3.9% | -34.0% | -32.1% |
| 6M | -35.1% | +14.5% | -49.6% | -41.1% |
| YTD | -32.5% | +12.9% | -45.4% | -37.9% |
| 1Y | -56.7% | +19.4% | -76.1% | -61.4% |
| 3Y | -80.4% | +78.5% | -158.8% | -87.1% |
| All | -80.4% | +78.7% | -159.1% | -87.1% |
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