-3.7%
PML vs SPY
+312.9%
-316.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +0.4% | -2.7% | +3.1% | +1.3% |
| 30D | +8.7% | -5.4% | +14.1% | +10.6% |
| 3M | -3.4% | -4.1% | +0.7% | -2.1% |
| 6M | -4.9% | +0.7% | -5.6% | -5.3% |
| YTD | -2.2% | +8.7% | -10.8% | -4.9% |
| 1Y | -5.2% | +10.9% | -16.0% | -8.4% |
| 3Y | +10.4% | +75.0% | -64.6% | -9.0% |
| 5Y | -34.0% | +67.8% | -101.8% | -45.3% |
| All | -3.7% | +312.9% | -316.6% | -41.1% |
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