-48.2%
PUMP vs SPY
+267.8%
-316.0%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.2% |
| 7D | +17.5% | +2.6% | +14.9% | +13.4% |
| 30D | -8.6% | -2.0% | -6.7% | -5.9% |
| 3M | -34.9% | -2.8% | -32.1% | -32.1% |
| 6M | -54.6% | +2.1% | -56.8% | -55.9% |
| YTD | -21.0% | +11.5% | -32.5% | -33.6% |
| 1Y | -22.7% | +13.5% | -36.1% | -36.5% |
| 3Y | -20.1% | +77.7% | -97.8% | -64.6% |
| 5Y | -18.5% | +72.6% | -91.1% | -62.7% |
| All | -48.2% | +267.8% | -316.0% | -90.7% |
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