+13.1%
SPYM vs PR
+31.3%
-18.2%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.6% |
| 7D | +0.1% | +2.9% | -2.8% | +0.5% |
| 30D | +0.1% | +18.0% | -18.0% | +2.4% |
| 3M | +2.0% | +16.9% | -14.8% | +4.6% |
| 6M | +13.1% | +28.2% | -15.2% | +17.5% |
| All | +13.1% | +31.3% | -18.2% | +17.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling