+313.9%
SPYM vs PR
+72.8%
+241.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +1.1% |
| 7D | -0.9% | -0.5% | -0.4% | -0.9% |
| 30D | -2.4% | -4.6% | +2.3% | -2.1% |
| 3M | -1.1% | +4.7% | -5.8% | -1.5% |
| 6M | +3.3% | +12.4% | -9.1% | +2.3% |
| YTD | +12.4% | +62.9% | -50.5% | +8.5% |
| 1Y | +12.5% | +70.6% | -58.0% | +8.3% |
| 3Y | +79.1% | +90.0% | -10.9% | +70.2% |
| 5Y | +75.7% | +255.5% | -179.8% | +59.3% |
| 10Y | +313.9% | +78.7% | +235.1% | +309.6% |
| All | +313.9% | +72.8% | +241.1% | +309.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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