-91.8%
PMEC vs SPY
+81.9%
-173.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +5.8% | -0.6% | +6.4% | +6.6% |
| 30D | -42.9% | -3.7% | -39.2% | -41.6% |
| 3M | -27.3% | -2.7% | -24.5% | -25.9% |
| 6M | -54.4% | +2.2% | -56.6% | -54.6% |
| YTD | -67.8% | +10.8% | -78.7% | -69.2% |
| 1Y | -72.7% | +11.2% | -83.9% | -73.8% |
| 3Y | -90.6% | +76.5% | -167.1% | -91.7% |
| All | -91.8% | +81.9% | -173.7% | -92.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling