-36.2%
PML vs SPY
+74.0%
-110.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.9% |
| 7D | -2.5% | +3.3% | -5.8% | -3.3% |
| 30D | +2.4% | -2.7% | +5.1% | +3.2% |
| 3M | -8.5% | -1.7% | -6.7% | -8.1% |
| 6M | -8.5% | +3.1% | -11.6% | -9.3% |
| YTD | -5.8% | +11.9% | -17.7% | -8.8% |
| 1Y | -9.2% | +12.0% | -21.1% | -12.1% |
| 3Y | +4.7% | +78.2% | -73.5% | -11.7% |
| 5Y | -36.2% | +73.2% | -109.5% | -46.8% |
| All | -36.2% | +74.0% | -110.3% | -46.8% |
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