-99.4%
PMCB vs SPY
+539.6%
-639.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.1% |
| 7D | +19.2% | -2.7% | +21.9% | +20.2% |
| 30D | -11.2% | -5.4% | -5.8% | -9.7% |
| 3M | -39.0% | -4.1% | -34.9% | -38.1% |
| 6M | -53.2% | +0.7% | -54.0% | -53.1% |
| YTD | -50.3% | +8.7% | -58.9% | -51.1% |
| 1Y | -57.2% | +10.9% | -68.1% | -58.1% |
| 3Y | -83.7% | +75.0% | -158.7% | -85.5% |
| 5Y | -87.7% | +67.8% | -155.5% | -89.1% |
| 10Y | -99.3% | +312.9% | -412.2% | -99.5% |
| All | -99.4% | +539.6% | -639.0% | -99.1% |
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 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