+22.7%
PMO vs SPY
+318.9%
-296.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -3.9% | -2.0% | -1.9% | -3.4% |
| 30D | -5.5% | -1.7% | -3.8% | -5.1% |
| 3M | -5.6% | +4.7% | -10.4% | -6.8% |
| 6M | -5.5% | +12.5% | -18.0% | -8.4% |
| YTD | -5.6% | +11.7% | -17.3% | -8.3% |
| 1Y | -0.7% | +17.5% | -18.2% | -4.9% |
| 3Y | +15.0% | +76.6% | -61.6% | -1.8% |
| 5Y | -13.3% | +82.0% | -95.3% | -27.2% |
| All | +22.7% | +318.9% | -296.2% | -19.4% |
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 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