-2.8%
PMTS vs SPY
+318.9%
-321.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.2% |
| 7D | -6.0% | -2.0% | -4.0% | -4.5% |
| 30D | -11.7% | -1.7% | -10.0% | -10.6% |
| 3M | +45.5% | +4.7% | +40.7% | +40.7% |
| 6M | +70.7% | +12.5% | +58.2% | +56.7% |
| YTD | +83.5% | +11.7% | +71.8% | +69.4% |
| 1Y | +85.7% | +17.5% | +68.2% | +66.1% |
| 3Y | +27.3% | +76.6% | -49.3% | -11.4% |
| 5Y | -23.3% | +82.0% | -105.3% | -47.5% |
| All | -2.8% | +318.9% | -321.7% | -54.2% |
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