-98.1%
PMI vs SPY
+19.1%
-117.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +3.0% |
| 7D | -3.7% | -0.4% | -3.4% | -3.3% |
| 30D | +21.2% | -1.4% | +22.5% | +24.7% |
| 3M | -72.4% | +3.7% | -76.1% | -72.9% |
| 6M | -92.4% | +13.0% | -105.4% | -92.5% |
| YTD | -95.0% | +12.4% | -107.4% | -95.0% |
| 1Y | -98.6% | +18.5% | -117.2% | -98.6% |
| All | -98.1% | +19.1% | -117.1% | -98.0% |
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 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