+31.5%
PMM vs SPY
+78.7%
-47.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -3.9% |
| 7D | -1.9% | +3.3% | -5.2% | -2.6% |
| 30D | +8.8% | -2.7% | +11.4% | +9.4% |
| 3M | +0.4% | -1.7% | +2.1% | +0.7% |
| 6M | +2.7% | +3.1% | -0.4% | +1.8% |
| YTD | +4.3% | +11.9% | -7.6% | +1.2% |
| 1Y | +8.0% | +12.0% | -4.0% | +4.8% |
| All | +31.5% | +78.7% | -47.2% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling