+188.9%
PAAS vs SPY
+312.9%
-124.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.2% |
| 7D | +8.4% | -2.7% | +11.1% | +10.6% |
| 30D | -7.2% | -5.4% | -1.8% | -3.2% |
| 3M | -14.0% | -4.1% | -9.9% | -11.2% |
| 6M | -26.8% | +0.7% | -27.5% | -26.5% |
| YTD | -19.8% | +8.7% | -28.5% | -23.2% |
| 1Y | +22.8% | +10.9% | +12.0% | +16.2% |
| 3Y | +183.6% | +75.0% | +108.6% | +100.6% |
| 5Y | +73.8% | +67.8% | +6.0% | +24.5% |
| All | +188.9% | +312.9% | -124.0% | +11.9% |
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