-94.7%
PMVP vs SPY
+74.6%
-169.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.0% | +1.8% |
| 7D | -4.9% | -0.9% | -4.0% | -4.0% |
| 30D | -10.6% | -2.4% | -8.3% | -8.1% |
| 3M | -3.1% | -1.2% | -1.9% | -2.1% |
| 6M | -9.4% | +3.3% | -12.6% | -13.2% |
| YTD | +0.8% | +12.3% | -11.5% | -12.8% |
| 1Y | -5.3% | +12.4% | -17.7% | -18.1% |
| 3Y | -37.0% | +78.8% | -115.8% | -72.0% |
| 5Y | -94.7% | +75.2% | -169.8% | -97.5% |
| All | -94.7% | +74.6% | -169.3% | -97.5% |
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