+199.5%
PAAS vs SPY
+313.2%
-113.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.1% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | +6.8% | +0.1% | +6.7% | +6.8% |
| 3M | -2.9% | +2.0% | -4.9% | -3.9% |
| 6M | -16.4% | +13.0% | -29.4% | -22.7% |
| YTD | 0.0% | +13.5% | -13.5% | -7.6% |
| 1Y | +54.3% | +20.0% | +34.4% | +37.7% |
| 3Y | +230.7% | +77.2% | +153.5% | +128.7% |
| 5Y | +111.6% | +81.9% | +29.8% | +42.5% |
| All | +199.5% | +313.2% | -113.7% | +16.1% |
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