+37.3%
PMTS vs SPY
+78.7%
-41.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.5% | +3.6% |
| 7D | +2.6% | +0.5% | +2.0% | +1.8% |
| 30D | +4.9% | -0.9% | +5.8% | +6.1% |
| 3M | +70.6% | +3.9% | +66.7% | +62.5% |
| 6M | +87.3% | +14.5% | +72.8% | +57.1% |
| YTD | +98.0% | +12.9% | +85.1% | +69.2% |
| 1Y | +106.9% | +19.4% | +87.5% | +65.8% |
| 3Y | +37.3% | +78.5% | -41.1% | -33.4% |
| All | +37.3% | +78.7% | -41.4% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling