-55.9%
PUMP vs SPY
+258.5%
-314.4%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +5.9% |
| 7D | -17.3% | -2.7% | -14.6% | -14.1% |
| 30D | -31.1% | -5.4% | -25.7% | -25.4% |
| 3M | -41.6% | -4.1% | -37.6% | -38.0% |
| 6M | -59.5% | +0.7% | -60.2% | -59.9% |
| YTD | -32.8% | +8.7% | -41.5% | -41.5% |
| 1Y | -40.6% | +10.9% | -51.4% | -49.6% |
| 3Y | -34.9% | +75.0% | -109.9% | -70.5% |
| 5Y | -33.4% | +67.8% | -101.2% | -68.3% |
| All | -55.9% | +258.5% | -314.4% | -91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling