-96.8%
PMI vs SPY
+18.1%
-114.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.4% | -7.5% | -7.6% |
| 7D | -19.7% | +2.6% | -22.3% | -21.2% |
| 30D | -43.0% | -2.0% | -41.0% | -42.4% |
| 3M | +106.0% | -2.8% | +108.8% | +113.0% |
| 6M | -8.5% | +2.1% | -10.6% | -8.7% |
| YTD | -91.7% | +11.5% | -103.2% | -91.8% |
| 1Y | -94.1% | +13.5% | -107.5% | -94.2% |
| All | -96.8% | +18.1% | -114.9% | -96.8% |
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