+307.8%
SPY vs PM
+264.7%
+43.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.5% | -0.7% |
| 7D | +2.6% | +0.5% | +2.0% | +2.4% |
| 30D | -2.0% | -3.2% | +1.2% | -1.1% |
| 3M | -2.8% | +6.2% | -9.0% | -4.8% |
| 6M | +2.1% | +7.7% | -5.5% | -0.8% |
| YTD | +11.5% | +27.3% | -15.8% | +2.0% |
| 1Y | +13.5% | +32.8% | -19.3% | +2.3% |
| 3Y | +77.7% | +150.0% | -72.3% | +22.9% |
| 5Y | +72.6% | +164.2% | -91.6% | +15.2% |
| All | +307.8% | +264.7% | +43.2% | +134.8% |
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