-47.6%
PMTS vs SPY
+350.9%
-398.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.7% | +5.6% |
| 7D | -0.7% | -0.6% | -0.1% | +0.1% |
| 30D | -4.0% | -3.7% | -0.3% | -0.9% |
| 3M | -14.2% | -2.7% | -11.5% | -12.2% |
| 6M | +57.2% | +2.2% | +55.0% | +55.4% |
| YTD | +67.0% | +10.8% | +56.2% | +55.7% |
| 1Y | +75.6% | +11.2% | +64.4% | +63.4% |
| 3Y | +79.2% | +76.5% | +2.8% | +25.3% |
| 5Y | -0.4% | +72.9% | -73.4% | -29.7% |
| 10Y | +38.3% | +304.8% | -266.5% | -38.9% |
| All | -47.6% | +350.9% | -398.5% | -77.4% |
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 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