-15.7%
PUMP vs SPY
+270.8%
-286.5%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +2.3% |
| 7D | +8.8% | -0.4% | +9.2% | +9.3% |
| 30D | +5.3% | -1.4% | +6.6% | +7.3% |
| 3M | -16.7% | +3.7% | -20.4% | -21.2% |
| 6M | 0.0% | +13.0% | -13.0% | -17.8% |
| YTD | +28.5% | +12.4% | +16.1% | +6.4% |
| 1Y | +170.4% | +18.5% | +151.8% | +109.4% |
| 3Y | +22.7% | +77.6% | -54.9% | -45.9% |
| 5Y | +64.2% | +81.7% | -17.4% | -31.2% |
| All | -15.7% | +270.8% | -286.5% | -85.0% |
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