+108.8%
PML vs SPY
+1,096.0%
-987.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | +0.6% |
| 7D | -0.7% | -4.7% | +4.0% | +0.7% |
| 30D | +6.2% | -5.9% | +12.1% | +8.1% |
| 3M | -3.8% | -4.5% | +0.7% | -2.6% |
| 6M | -5.3% | +1.8% | -7.1% | -5.9% |
| YTD | -3.4% | +8.3% | -11.7% | -5.8% |
| 1Y | -6.0% | +9.3% | -15.4% | -8.7% |
| 3Y | +8.6% | +74.9% | -66.3% | -8.9% |
| 5Y | -34.9% | +67.3% | -102.1% | -45.1% |
| 10Y | -4.7% | +311.6% | -316.3% | -39.6% |
| All | +108.8% | +1,096.0% | -987.2% | -3.6% |
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