+185.5%
PAAS vs SPY
+304.1%
-118.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.5% | -5.6% |
| 7D | +4.2% | -0.6% | +4.8% | +4.7% |
| 30D | -13.8% | -3.7% | -10.1% | -11.2% |
| 3M | -22.7% | -2.7% | -20.0% | -21.0% |
| 6M | -32.1% | +2.2% | -34.3% | -32.6% |
| YTD | -22.3% | +10.8% | -33.1% | -26.7% |
| 1Y | +7.7% | +11.2% | -3.6% | +1.5% |
| 3Y | +214.0% | +76.5% | +137.5% | +120.6% |
| 5Y | +63.2% | +72.9% | -9.7% | +14.7% |
| 10Y | +185.5% | +304.8% | -119.3% | +24.1% |
| All | +185.5% | +304.1% | -118.6% | +24.1% |
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