+53.0%
PMM vs SPY
+311.8%
-258.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.8% |
| 7D | +2.9% | -0.9% | +3.8% | +3.1% |
| 30D | +12.9% | -2.4% | +15.3% | +13.6% |
| 3M | +3.4% | -1.2% | +4.6% | +3.7% |
| 6M | +6.3% | +3.3% | +3.0% | +5.1% |
| YTD | +8.7% | +12.3% | -3.6% | +4.7% |
| 1Y | +12.1% | +12.4% | -0.3% | +8.0% |
| 3Y | +36.0% | +78.8% | -42.8% | +13.0% |
| 5Y | -1.2% | +75.2% | -76.4% | -18.3% |
| 10Y | +53.0% | +311.1% | -258.1% | -0.3% |
| All | +53.0% | +311.8% | -258.8% | -0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling