-77.9%
PMVP vs SPY
+78.7%
-156.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.3% |
| 7D | +3.9% | +0.5% | +3.3% | +3.3% |
| 30D | +12.6% | -0.9% | +13.5% | +13.3% |
| 3M | +22.9% | +3.9% | +19.1% | +18.7% |
| 6M | -18.3% | +14.5% | -32.8% | -27.3% |
| YTD | +7.2% | +12.9% | -5.7% | -3.6% |
| 1Y | -4.3% | +19.4% | -23.6% | -17.8% |
| 3Y | -77.9% | +78.5% | -156.3% | -92.1% |
| All | -77.9% | +78.7% | -156.6% | -92.1% |
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