-50.3%
PMTS vs SPY
+352.6%
-402.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.8% | -6.2% |
| 7D | -1.7% | +0.1% | -1.8% | -1.4% |
| 30D | -8.8% | -3.3% | -5.5% | -6.1% |
| 3M | -16.0% | -2.4% | -13.6% | -14.2% |
| 6M | +49.2% | +2.6% | +46.7% | +47.2% |
| YTD | +58.6% | +11.2% | +47.3% | +47.4% |
| 1Y | +68.7% | +13.4% | +55.3% | +54.8% |
| 3Y | +83.0% | +79.9% | +3.1% | +26.5% |
| 5Y | +0.3% | +72.2% | -71.9% | -29.1% |
| 10Y | -3.8% | +307.3% | -311.1% | -57.7% |
| All | -50.3% | +352.6% | -402.8% | -78.6% |
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