+382.0%
PMO vs SPY
+2,958.4%
-2,576.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -2.1% | +2.6% | -4.7% | -2.4% |
| 30D | +9.5% | -2.0% | +11.5% | +9.7% |
| 3M | -2.6% | -2.8% | +0.1% | -2.3% |
| 6M | +0.4% | +2.1% | -1.7% | +0.1% |
| YTD | -1.0% | +11.5% | -12.5% | -2.5% |
| 1Y | +2.6% | +13.5% | -10.9% | +0.9% |
| 3Y | +21.2% | +77.7% | -56.5% | +12.5% |
| 5Y | -8.6% | +72.6% | -81.2% | -15.3% |
| 10Y | +40.0% | +308.2% | -268.2% | +18.5% |
| All | +382.0% | +2,958.4% | -2,576.4% | +172.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling