-88.4%
PMEC vs SPY
+86.3%
-174.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +2.8% |
| 7D | -7.6% | +0.1% | -7.7% | -7.7% |
| 30D | +2.9% | +0.1% | +2.8% | +2.8% |
| 3M | -39.2% | +2.0% | -41.2% | -39.7% |
| 6M | -30.5% | +13.0% | -43.5% | -34.5% |
| YTD | -54.6% | +13.5% | -68.2% | -57.3% |
| 1Y | -73.6% | +20.0% | -93.6% | -75.7% |
| All | -88.4% | +86.3% | -174.7% | -89.6% |
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