+1,755.1%
PAA vs SPY
+974.6%
+780.5%
-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% | +3.3% | -4.2% | -3.1% |
| 30D | -0.9% | -2.7% | +1.8% | +0.7% |
| 3M | +6.3% | -1.7% | +8.0% | +7.2% |
| 6M | +14.5% | +3.1% | +11.4% | +11.3% |
| YTD | +45.5% | +11.9% | +33.6% | +33.1% |
| 1Y | +58.3% | +12.0% | +46.3% | +44.6% |
| 3Y | +100.6% | +78.2% | +22.4% | +32.6% |
| 5Y | +235.7% | +73.2% | +162.5% | +124.2% |
| 10Y | +68.5% | +309.6% | -241.1% | -28.9% |
| All | +1,755.1% | +974.6% | +780.5% | +401.6% |
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