+21.5%
PAAA vs SPY
+75.9%
-54.4%
-1.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +0.5% | +0.1% | +0.5% | +0.5% |
| 3M | +1.3% | +2.0% | -0.7% | +1.2% |
| 6M | +2.7% | +13.0% | -10.4% | +2.3% |
| YTD | +3.3% | +13.5% | -10.2% | +3.0% |
| 1Y | +4.9% | +20.0% | -15.0% | +4.5% |
| 3Y | +20.4% | +77.2% | -56.8% | +19.2% |
| All | +21.5% | +75.9% | -54.4% | +20.2% |
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