-88.0%
PMEC vs SPY
+85.3%
-173.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.2% | +3.8% |
| 7D | -4.8% | +0.5% | -5.4% | -5.1% |
| 30D | +14.8% | -0.9% | +15.7% | +15.2% |
| 3M | -17.3% | +3.9% | -21.2% | -18.9% |
| 6M | -31.6% | +14.5% | -46.1% | -36.0% |
| YTD | -53.0% | +12.9% | -65.9% | -55.7% |
| 1Y | -74.3% | +19.4% | -93.7% | -76.3% |
| All | -88.0% | +85.3% | -173.3% | -89.2% |
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