-99.2%
PMCB vs SPY
+568.3%
-667.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -5.5% | +0.1% | -5.6% | -5.6% |
| 30D | -17.5% | +0.1% | -17.6% | -17.5% |
| 3M | -32.9% | +2.0% | -34.9% | -33.3% |
| 6M | -29.8% | +13.0% | -42.8% | -32.0% |
| YTD | -32.8% | +13.5% | -46.3% | -34.9% |
| 1Y | -47.9% | +20.0% | -67.9% | -50.1% |
| 3Y | -80.4% | +77.2% | -157.6% | -82.7% |
| 5Y | -85.7% | +81.9% | -167.6% | -87.5% |
| 10Y | -99.2% | +314.1% | -413.3% | -99.4% |
| All | -99.2% | +568.3% | -667.5% | -98.8% |
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 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