+141.2%
PMT vs SPY
+939.5%
-798.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.6% | -2.6% |
| 7D | -12.0% | +3.3% | -15.3% | -14.5% |
| 30D | +2.8% | -2.7% | +5.5% | +5.0% |
| 3M | -19.6% | -1.7% | -17.8% | -18.5% |
| 6M | -24.2% | +3.1% | -27.3% | -26.4% |
| YTD | -34.6% | +11.9% | -46.5% | -41.0% |
| 1Y | -31.7% | +12.0% | -43.7% | -38.5% |
| 3Y | -20.7% | +78.2% | -98.9% | -53.1% |
| 5Y | -25.9% | +73.2% | -99.2% | -55.1% |
| 10Y | +41.1% | +309.6% | -268.6% | -54.7% |
| All | +141.2% | +939.5% | -798.3% | -58.2% |
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 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