+341.6%
SPYM vs PR
+169.5%
+172.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | +0.1% | +2.9% | -2.8% | -0.1% |
| 30D | +0.1% | +18.0% | -18.0% | -1.0% |
| 3M | +2.0% | +16.9% | -14.8% | +0.9% |
| 6M | +13.1% | +28.2% | -15.2% | +11.0% |
| YTD | +13.6% | +69.3% | -55.7% | +9.6% |
| 1Y | +20.1% | +69.5% | -49.4% | +15.7% |
| 3Y | +77.6% | +81.7% | -4.1% | +69.2% |
| 5Y | +82.5% | +422.2% | -339.7% | +62.9% |
| 10Y | +317.6% | +110.4% | +207.2% | +307.0% |
| All | +341.6% | +169.5% | +172.1% | +330.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling