-95.2%
PMVP vs SPY
+81.0%
-176.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +3.1% |
| 7D | +9.1% | -0.4% | +9.5% | +9.5% |
| 30D | +11.8% | -1.4% | +13.2% | +13.3% |
| 3M | +31.0% | +3.7% | +27.2% | +24.8% |
| 6M | -15.6% | +13.0% | -28.6% | -27.4% |
| YTD | +10.0% | +12.4% | -2.4% | -4.9% |
| 1Y | -14.1% | +18.5% | -32.6% | -30.4% |
| 3Y | -77.3% | +77.6% | -154.9% | -89.7% |
| 5Y | -95.2% | +81.7% | -176.9% | -97.9% |
| All | -95.2% | +81.0% | -176.2% | -97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling