+87.0%
PMT vs SPY
+318.9%
-231.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.1% |
| 7D | -4.8% | -2.0% | -2.8% | -2.9% |
| 30D | -3.0% | -1.7% | -1.3% | -1.4% |
| 3M | -3.3% | +4.7% | -8.0% | -7.6% |
| 6M | -17.0% | +12.5% | -29.5% | -26.2% |
| YTD | -21.4% | +11.7% | -33.1% | -29.7% |
| 1Y | -15.0% | +17.5% | -32.5% | -27.9% |
| 3Y | +3.6% | +76.6% | -72.9% | -42.8% |
| 5Y | -12.2% | +82.0% | -94.3% | -53.5% |
| All | +87.0% | +318.9% | -231.9% | -48.2% |
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