-1.4%
PML vs SPY
+311.8%
-313.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.5% | -0.6% |
| 7D | -1.2% | -0.9% | -0.2% | -0.9% |
| 30D | +5.5% | -2.4% | +7.9% | +6.3% |
| 3M | -6.3% | -1.2% | -5.2% | -6.0% |
| 6M | -7.2% | +3.3% | -10.5% | -8.3% |
| YTD | -3.8% | +12.3% | -16.1% | -7.5% |
| 1Y | -7.6% | +12.4% | -20.1% | -11.2% |
| 3Y | +6.8% | +78.8% | -72.0% | -12.6% |
| 5Y | -34.5% | +75.2% | -109.7% | -46.5% |
| 10Y | -1.4% | +311.1% | -312.5% | -42.2% |
| All | -1.4% | +311.8% | -313.1% | -42.2% |
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 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