-7.1%
PML vs SPY
+11.9%
-19.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | +0.1% | -0.6% | +0.7% | +0.3% |
| 30D | +5.2% | -3.7% | +8.9% | +6.4% |
| 3M | -5.2% | -2.7% | -2.4% | -4.4% |
| 6M | -6.9% | +2.2% | -9.1% | -7.7% |
| YTD | -3.7% | +10.8% | -14.5% | -8.0% |
| 1Y | -7.1% | +11.2% | -18.4% | -11.4% |
| All | -7.1% | +11.9% | -19.1% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling