-90.5%
PMEC vs SPY
+78.0%
-168.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +2.4% | +7.7% | +8.6% |
| 7D | +0.9% | +0.1% | +0.9% | +1.3% |
| 30D | -42.5% | -3.3% | -39.2% | -41.2% |
| 3M | -21.0% | -2.4% | -18.6% | -19.6% |
| 6M | -54.2% | +2.6% | -56.7% | -54.5% |
| YTD | -67.6% | +11.2% | -78.9% | -69.3% |
| 1Y | -73.4% | +13.4% | -86.8% | -74.9% |
| 3Y | -90.5% | +79.9% | -170.4% | -95.0% |
| All | -90.5% | +78.0% | -168.6% | -95.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling