-2.4%
PML vs SPY
+315.0%
-317.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.1% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | +7.8% | -3.3% | +11.1% | +8.9% |
| 3M | -3.3% | -2.4% | -0.9% | -2.6% |
| 6M | -4.6% | +2.6% | -7.2% | -5.5% |
| YTD | -1.3% | +11.2% | -12.6% | -4.8% |
| 1Y | -4.0% | +13.4% | -17.4% | -8.0% |
| 3Y | +9.9% | +79.9% | -70.0% | -10.3% |
| 5Y | -33.6% | +72.2% | -105.8% | -45.4% |
| 10Y | -2.4% | +307.3% | -309.7% | -42.2% |
| All | -2.4% | +315.0% | -317.4% | -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