+1,830.7%
PAA vs SPY
+990.4%
+840.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +10.9% | +0.1% | +10.9% | +10.8% |
| 3M | +14.0% | +2.0% | +12.1% | +12.0% |
| 6M | +22.0% | +13.0% | +8.9% | +11.3% |
| YTD | +51.5% | +13.5% | +37.9% | +37.5% |
| 1Y | +59.5% | +20.0% | +39.6% | +39.2% |
| 3Y | +109.8% | +77.2% | +32.6% | +39.4% |
| 5Y | +291.7% | +81.9% | +209.8% | +153.7% |
| 10Y | +89.7% | +314.1% | -224.3% | -20.3% |
| All | +1,830.7% | +990.4% | +840.3% | +418.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling