+186.4%
PAAS vs SPY
+315.0%
-128.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +1.2% |
| 7D | +8.8% | +0.1% | +8.8% | +8.8% |
| 30D | -8.5% | -3.3% | -5.1% | -6.0% |
| 3M | -17.0% | -2.4% | -14.6% | -15.3% |
| 6M | -27.9% | +2.6% | -30.4% | -28.6% |
| YTD | -17.5% | +11.2% | -28.7% | -22.3% |
| 1Y | +22.8% | +13.4% | +9.4% | +14.4% |
| 3Y | +224.2% | +79.9% | +144.3% | +125.0% |
| 5Y | +73.6% | +72.2% | +1.5% | +22.2% |
| 10Y | +186.4% | +307.3% | -121.0% | +20.3% |
| All | +186.4% | +315.0% | -128.7% | +20.3% |
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