-17.0%
PUMP vs SPY
+272.5%
-289.5%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.7% |
| 7D | +6.0% | +0.5% | +5.4% | +5.1% |
| 30D | +9.6% | -0.9% | +10.5% | +11.0% |
| 3M | -19.3% | +3.9% | -23.2% | -23.8% |
| 6M | -3.0% | +14.5% | -17.5% | -21.8% |
| YTD | +26.5% | +12.9% | +13.6% | +4.1% |
| 1Y | +158.2% | +19.4% | +138.8% | +97.9% |
| 3Y | +20.8% | +78.5% | -57.7% | -47.1% |
| 5Y | +63.5% | +81.8% | -18.3% | -31.5% |
| All | -17.0% | +272.5% | -289.5% | -85.3% |
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