+706.6%
SPY vs PM
+832.2%
-125.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.1% |
| 7D | -2.7% | -5.2% | +2.5% | -0.5% |
| 30D | -5.4% | +2.7% | -8.1% | -6.7% |
| 3M | -4.1% | +6.1% | -10.2% | -6.9% |
| 6M | +0.7% | +18.0% | -17.3% | -7.5% |
| YTD | +8.7% | +26.6% | -17.9% | -4.2% |
| 1Y | +10.9% | +36.7% | -25.8% | -5.8% |
| 3Y | +75.0% | +146.0% | -71.0% | +7.4% |
| 5Y | +67.8% | +164.1% | -96.3% | -2.5% |
| 10Y | +312.9% | +238.8% | +74.0% | +95.3% |
| All | +706.6% | +832.2% | -125.6% | +80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling