+44.4%
PMO vs SPY
+307.0%
-262.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -2.1% | +2.6% | -4.7% | -2.8% |
| 30D | +9.5% | -2.0% | +11.5% | +10.0% |
| 3M | -2.6% | -2.8% | +0.1% | -2.0% |
| 6M | +0.4% | +2.1% | -1.7% | -0.2% |
| YTD | -1.0% | +11.5% | -12.5% | -3.9% |
| 1Y | +2.6% | +13.5% | -10.9% | -0.9% |
| 3Y | +21.2% | +77.7% | -56.5% | +3.4% |
| 5Y | -8.6% | +72.6% | -81.2% | -22.1% |
| All | +44.4% | +307.0% | -262.6% | -4.3% |
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