-35.4%
PML vs SPY
+82.0%
-117.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -0.3% | +0.1% | -0.3% | -0.3% |
| 3M | -2.0% | +2.0% | -4.0% | -2.6% |
| 6M | -4.3% | +13.0% | -17.3% | -7.5% |
| YTD | +0.1% | +13.5% | -13.4% | -3.4% |
| 1Y | +6.5% | +20.0% | -13.5% | +1.2% |
| 3Y | +0.1% | +77.2% | -77.1% | -15.4% |
| All | -35.4% | +82.0% | -117.4% | -46.7% |
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