-96.6%
PMVP vs SPY
+153.6%
-250.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.3% | +5.4% |
| 7D | +0.8% | +2.6% | -1.8% | -2.1% |
| 30D | +2.4% | -2.0% | +4.4% | +4.7% |
| 3M | +4.5% | -2.8% | +7.3% | +7.6% |
| 6M | -1.6% | +2.1% | -3.7% | -4.4% |
| YTD | +1.6% | +11.5% | -9.9% | -11.2% |
| 1Y | -6.6% | +13.5% | -20.1% | -20.0% |
| 3Y | -37.4% | +77.7% | -115.1% | -71.0% |
| 5Y | -94.8% | +72.6% | -167.4% | -97.5% |
| All | -96.6% | +153.6% | -250.2% | -98.6% |
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 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