+307.9%
SPYM vs PR
+65.1%
+242.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.4% |
| 7D | -0.6% | -9.5% | +8.9% | 0.0% |
| 30D | -3.7% | -5.7% | +2.0% | -3.4% |
| 3M | -2.7% | +3.0% | -5.7% | -3.0% |
| 6M | +2.2% | +11.8% | -9.6% | +1.3% |
| YTD | +10.9% | +58.5% | -47.6% | +7.3% |
| 1Y | +11.3% | +69.9% | -58.6% | +7.1% |
| 3Y | +76.8% | +84.9% | -8.1% | +68.4% |
| 5Y | +73.5% | +246.4% | -172.9% | +57.6% |
| 10Y | +307.9% | +70.3% | +237.6% | +303.2% |
| All | +307.9% | +65.1% | +242.9% | +303.2% |
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