-87.7%
PMCB vs SPY
+67.4%
-155.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.3% |
| 7D | +19.2% | -2.7% | +21.9% | +21.5% |
| 30D | -11.2% | -5.4% | -5.8% | -7.6% |
| 3M | -39.0% | -4.1% | -34.9% | -37.0% |
| 6M | -53.2% | +0.7% | -54.0% | -53.1% |
| YTD | -50.3% | +8.7% | -58.9% | -52.4% |
| 1Y | -57.2% | +10.9% | -68.1% | -59.4% |
| 3Y | -83.7% | +75.0% | -158.7% | -88.1% |
| All | -87.7% | +67.4% | -155.0% | -89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling