-96.2%
PMVP vs SPY
+154.1%
-250.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.3% | +5.4% |
| 7D | +16.1% | -2.0% | +18.1% | +18.7% |
| 30D | +10.8% | -1.7% | +12.4% | +12.5% |
| 3M | +35.8% | +4.7% | +31.1% | +28.1% |
| 6M | -11.1% | +12.5% | -23.6% | -22.9% |
| YTD | +15.2% | +11.7% | +3.5% | +0.5% |
| 1Y | +13.4% | +17.5% | -4.1% | -6.8% |
| 3Y | -76.2% | +76.6% | -152.8% | -88.8% |
| 5Y | -95.3% | +82.0% | -177.3% | -97.9% |
| All | -96.2% | +154.1% | -250.2% | -98.4% |
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 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