-88.0%
PMCB vs SPY
+81.0%
-169.0%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.5% |
| 7D | -1.1% | -0.4% | -0.8% | -0.9% |
| 30D | -12.9% | -1.4% | -11.6% | -12.1% |
| 3M | -32.1% | +3.7% | -35.8% | -33.6% |
| 6M | -32.1% | +13.0% | -45.1% | -36.9% |
| YTD | -34.4% | +12.4% | -46.7% | -38.8% |
| 1Y | -55.5% | +18.5% | -74.0% | -59.5% |
| 3Y | -80.9% | +77.6% | -158.5% | -86.3% |
| 5Y | -88.0% | +81.7% | -169.7% | -90.9% |
| All | -88.0% | +81.0% | -169.0% | -90.9% |
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