+93.4%
PAA vs SPY
+312.5%
-219.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | +0.5% | -0.4% | +0.9% | +0.8% |
| 30D | +11.1% | -1.4% | +12.5% | +12.5% |
| 3M | +17.0% | +3.7% | +13.3% | +11.9% |
| 6M | +23.6% | +13.0% | +10.6% | +7.6% |
| YTD | +52.3% | +12.4% | +39.9% | +32.8% |
| 1Y | +62.2% | +18.5% | +43.7% | +33.1% |
| 3Y | +121.5% | +77.6% | +43.9% | +14.2% |
| 5Y | +294.8% | +81.7% | +213.1% | +93.2% |
| 10Y | +93.4% | +319.7% | -226.3% | -64.3% |
| All | +93.4% | +312.5% | -219.2% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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