-92.6%
PMN vs SPY
+318.9%
-411.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.6% | -6.2% | -6.4% |
| 7D | +3.9% | -2.0% | +5.9% | +5.0% |
| 30D | -10.5% | -1.7% | -8.8% | -9.8% |
| 3M | +31.4% | +4.7% | +26.6% | +28.2% |
| 6M | -38.2% | +12.5% | -50.7% | -41.9% |
| YTD | +96.2% | +11.7% | +84.5% | +85.2% |
| 1Y | +34.0% | +17.5% | +16.5% | +23.3% |
| 3Y | -71.2% | +76.6% | -147.7% | -78.9% |
| 5Y | -94.4% | +82.0% | -176.4% | -96.0% |
| All | -92.6% | +318.9% | -411.4% | -97.7% |
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