+322.7%
SPYM vs PR
+152.6%
+170.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.2% |
| 7D | -2.7% | -16.4% | +13.7% | -1.6% |
| 30D | -5.4% | -1.9% | -3.5% | -5.3% |
| 3M | -4.1% | +8.0% | -12.0% | -4.6% |
| 6M | +0.8% | +4.1% | -3.3% | +0.3% |
| YTD | +8.8% | +58.7% | -49.9% | +5.2% |
| 1Y | +11.0% | +75.8% | -64.9% | +6.6% |
| 3Y | +75.5% | +73.2% | +2.3% | +67.8% |
| 5Y | +68.4% | +230.1% | -161.7% | +53.5% |
| 10Y | +316.1% | +67.4% | +248.7% | +305.1% |
| All | +322.7% | +152.6% | +170.1% | +313.5% |
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 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