+116.5%
PML vs SPY
+1,153.5%
-1,037.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.7% |
| 6M | -4.3% | +13.0% | -17.3% | -7.8% |
| YTD | +0.1% | +13.5% | -13.4% | -3.7% |
| 1Y | +6.5% | +20.0% | -13.5% | +0.7% |
| 3Y | +0.1% | +77.2% | -77.1% | -16.4% |
| 5Y | -35.3% | +81.9% | -117.2% | -46.8% |
| 10Y | -7.3% | +314.1% | -321.3% | -41.3% |
| All | +116.5% | +1,153.5% | -1,037.1% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling