+311.5%
SPY vs PM
+196.3%
+115.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -0.9% |
| 7D | +0.5% | -1.3% | +1.8% | +0.9% |
| 30D | -0.9% | -2.6% | +1.6% | -0.3% |
| 3M | +3.9% | +5.8% | -1.9% | +1.6% |
| 6M | +14.5% | +10.6% | +4.0% | +9.9% |
| YTD | +12.9% | +17.2% | -4.2% | +6.1% |
| 1Y | +19.4% | +17.6% | +1.7% | +11.5% |
| 3Y | +78.5% | +124.3% | -45.8% | +28.0% |
| 5Y | +81.8% | +125.1% | -43.3% | +28.5% |
| 10Y | +311.5% | +198.6% | +112.9% | +150.0% |
| All | +311.5% | +196.3% | +115.2% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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